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"Duality Formulas for Robust Pricing and Hedging in Discrete Time."

Patrick Cheridito, Michael Kupper, Ludovic Tangpi (2017)

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DOI: 10.1137/16M1064088

access: closed

type: Journal Article

metadata version: 2022-10-02

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  - journals/siamfm/CheriditoKT17
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  - https://dblp.org/rec/journals/siamfm/CheriditoKT17
Patrick Cheridito, Michael Kupper, Ludovic Tangpi:
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8(1): 738-765 (2017)

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