FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2949387699> ?p ?o ?g. }

• W2949387699 abstract "In a model free discrete time financial market, we prove the superhedging duality theorem, where trading is allowed with dynamic and semi-static strategies. We also show that the initial cost of the cheapest portfolio that dominates a contingent claim on every possible path $omega in Omega$, might be strictly greater than the upper bound of the no-arbitrage prices. We therefore characterize the subset of trajectories on which this duality gap disappears and prove that it is an analytic set." @default.
• W2949387699 created "2019-06-27" @default.
• W2949387699 creator A5037799739 @default.
• W2949387699 creator A5040402333 @default.
• W2949387699 creator A5075672273 @default.
• W2949387699 date "2015-06-22" @default.
• W2949387699 modified "2023-09-23" @default.
• W2949387699 title "Model-free Superhedging Duality" @default.
• W2949387699 cites W1485598997 @default.
• W2949387699 cites W1490772975 @default.
• W2949387699 cites W1529558080 @default.
• W2949387699 cites W1732667205 @default.
• W2949387699 cites W1842249978 @default.
• W2949387699 cites W1984328418 @default.
• W2949387699 cites W2004986913 @default.
• W2949387699 cites W2012206417 @default.
• W2949387699 cites W2045891232 @default.
• W2949387699 cites W2048594534 @default.
• W2949387699 cites W2076458153 @default.
• W2949387699 cites W2087001647 @default.
• W2949387699 cites W2106198462 @default.
• W2949387699 cites W2118599684 @default.
• W2949387699 cites W2169203802 @default.
• W2949387699 cites W2232913842 @default.
• W2949387699 cites W3121401818 @default.
• W2949387699 cites W3122203059 @default.
• W2949387699 cites W3124843848 @default.
• W2949387699 cites W3125330115 @default.
• W2949387699 cites W3125589302 @default.
• W2949387699 cites W3203406682 @default.
• W2949387699 hasPublicationYear "2015" @default.
• W2949387699 type Work @default.
• W2949387699 sameAs 2949387699 @default.
• W2949387699 citedByCount "6" @default.
• W2949387699 countsByYear W29493876992014 @default.
• W2949387699 countsByYear W29493876992015 @default.
• W2949387699 countsByYear W29493876992016 @default.
• W2949387699 crossrefType "posted-content" @default.
• W2949387699 hasAuthorship W2949387699A5037799739 @default.
• W2949387699 hasAuthorship W2949387699A5040402333 @default.
• W2949387699 hasAuthorship W2949387699A5075672273 @default.
• W2949387699 hasConcept C106159729 @default.
• W2949387699 hasConcept C114614502 @default.
• W2949387699 hasConcept C121332964 @default.
• W2949387699 hasConcept C126255220 @default.
• W2949387699 hasConcept C134306372 @default.
• W2949387699 hasConcept C137836250 @default.
• W2949387699 hasConcept C144237770 @default.
• W2949387699 hasConcept C160623529 @default.
• W2949387699 hasConcept C162324750 @default.
• W2949387699 hasConcept C177264268 @default.
• W2949387699 hasConcept C199360897 @default.
• W2949387699 hasConcept C2777735758 @default.
• W2949387699 hasConcept C2778023678 @default.
• W2949387699 hasConcept C2779557605 @default.
• W2949387699 hasConcept C2780821815 @default.
• W2949387699 hasConcept C28826006 @default.
• W2949387699 hasConcept C33923547 @default.
• W2949387699 hasConcept C41008148 @default.
• W2949387699 hasConcept C5274546 @default.
• W2949387699 hasConcept C62520636 @default.
• W2949387699 hasConcept C77553402 @default.
• W2949387699 hasConceptScore W2949387699C106159729 @default.
• W2949387699 hasConceptScore W2949387699C114614502 @default.
• W2949387699 hasConceptScore W2949387699C121332964 @default.
• W2949387699 hasConceptScore W2949387699C126255220 @default.
• W2949387699 hasConceptScore W2949387699C134306372 @default.
• W2949387699 hasConceptScore W2949387699C137836250 @default.
• W2949387699 hasConceptScore W2949387699C144237770 @default.
• W2949387699 hasConceptScore W2949387699C160623529 @default.
• W2949387699 hasConceptScore W2949387699C162324750 @default.
• W2949387699 hasConceptScore W2949387699C177264268 @default.
• W2949387699 hasConceptScore W2949387699C199360897 @default.
• W2949387699 hasConceptScore W2949387699C2777735758 @default.
• W2949387699 hasConceptScore W2949387699C2778023678 @default.
• W2949387699 hasConceptScore W2949387699C2779557605 @default.
• W2949387699 hasConceptScore W2949387699C2780821815 @default.
• W2949387699 hasConceptScore W2949387699C28826006 @default.
• W2949387699 hasConceptScore W2949387699C33923547 @default.
• W2949387699 hasConceptScore W2949387699C41008148 @default.
• W2949387699 hasConceptScore W2949387699C5274546 @default.
• W2949387699 hasConceptScore W2949387699C62520636 @default.
• W2949387699 hasConceptScore W2949387699C77553402 @default.
• W2949387699 hasLocation W29493876991 @default.
• W2949387699 hasOpenAccess W2949387699 @default.
• W2949387699 hasPrimaryLocation W29493876991 @default.
• W2949387699 hasRelatedWork W2012206417 @default.
• W2949387699 hasRelatedWork W2087001647 @default.
• W2949387699 hasRelatedWork W2156859052 @default.
• W2949387699 hasRelatedWork W2157767596 @default.
• W2949387699 hasRelatedWork W2169203802 @default.
• W2949387699 hasRelatedWork W2189242498 @default.
• W2949387699 hasRelatedWork W2242467696 @default.
• W2949387699 hasRelatedWork W2295941433 @default.
• W2949387699 hasRelatedWork W2565945761 @default.
• W2949387699 hasRelatedWork W2613617392 @default.
• W2949387699 hasRelatedWork W2767781526 @default.
• W2949387699 hasRelatedWork W2887370852 @default.
• W2949387699 hasRelatedWork W2892114066 @default.
• W2949387699 hasRelatedWork W2951680354 @default.

• next