Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time

Romain Blanchard and Laurence Carassus ()
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Romain Blanchard: LMR - Laboratoire de Mathématiques de Reims - URCA - Université de Reims Champagne-Ardenne - CNRS - Centre National de la Recherche Scientifique, Lycée Charles de Gaulle
Laurence Carassus: PULV - Pôle Universitaire Léonard de Vinci, LMR - Laboratoire de Mathématiques de Reims - URCA - Université de Reims Champagne-Ardenne - CNRS - Centre National de la Recherche Scientifique

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Date: 2022-05-16
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Published in SIAM Journal on Financial Mathematics, 2022, 13 (2), pp.SC53-SC65. ⟨10.1137/22M1470013⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04842875

DOI: 10.1137/22M1470013

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