"Robust pricing and hedging under trading restrictions and the emergence of ..."

Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój (2016)

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DOI: 10.1007/S00780-016-0293-3

access: open

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/CoxHO16
Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój:
Robust pricing and hedging under trading restrictions and the emergence of local martingale models. Finance Stochastics 20(3): 669-704 (2016)

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