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Universal arbitrage aggregator in discrete-time markets under uncertainty
16 references·4 citing·34 second hop
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References

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  • 2013Martingale optimal transport and robust hedging in continuous time218 cited
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    • 2019Pointwise Arbitrage Pricing Theory in Discrete Time55 cited
    • 2020Martingale optimal transport duality32 cited
    • 2021Viability and Arbitrage Under Knightian Uncertainty29 cited
    • 2019Pathwise superhedging on prediction sets25 cited