Robust pricing and hedging under trading restrictions and the emergence of local martingale models
Crossref DOI link: https://doi.org/10.1007/s00780-016-0293-3
Published Online: 2016-03-17
Published Print: 2016-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cox, Alexander M. G.
Hou, Zhaoxu
Obłój, Jan
License valid from 2016-03-17