Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

No-arbitrage with multiple-priors in discrete time

16 references·2 citing·28 second hop

FromToDepth

this work references cited by second hop

References

1921Risk, Uncertainty and Profit9,967 cited
1979Option pricing: A simplified approach6,103 cited
1979Martingales and arbitrage in multiperiod securities markets3,595 cited
1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
2006A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
1994A general version of the fundamental theorem of asset pricing1,447 cited
2002Stochastic Finance: An Introduction in Discrete Time1,215 cited
2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths570 cited
1981Arbitrage and equilibrium in economies with infinitely many commodities537 cited
1990Equivalent martingale measures and no-arbitrage in stochastic securities market models421 cited
2005The Mathematics of Arbitrage359 cited
2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty352 cited
1998Robust hedging of the lookback option279 cited
2015Arbitrage and duality in nondominated discrete-time models240 cited
2010The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

224 cited

2006THE RANGE OF TRADED OPTION PRICES205 cited

Cited by

2021A unified framework for robust modelling of financial markets in discrete time15 cited
2020On utility maximization under model uncertainty in discrete‐time markets15 cited