Pricing by hedging and no-arbitrage beyond semimartingales

Christian Bender (), Tommi Sottinen () and Esko Valkeila ()

Finance and Stochastics, 2008, vol. 12, issue 4, 468 pages

Keywords: Arbitrage; Pricing; Quadratic variation; Robust hedging; G10; G13 (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s00780-008-0074-8

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