Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡ - Martingale pricing - Document - PDFSEARCH.IO

First Page	Meta Content
	Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡ Add to Reading List Document Date: 2014-06-04 05:11:09 Open Document File Size: 391,36 KB Share Result on Facebook

Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡Add to Reading List