On arbitrage and duality under model uncertainty and portfolio constraints

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Bibliographische Detailangaben
Veröffentlicht in:Mathematical finance
1. Verfasser: Bayraktar, Erhan (VerfasserIn)
Weitere Verfasser: Zhou, Zhou (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: October 2017
Schlagworte:
fundamental theorem of asset pricing > sub-(super-)hedging > model uncertainty > portfolio constraints > optional decomposition > Aufsatz in Zeitschrift
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