79 citations · 228 across the 17 of their papers we have counts for
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math.PR2021★ 1 cited
Conditional Non-Lattice Integration, Pricing and Superhedging
Christian Bender, Sebastian E. Ferrando, Alfredo L. Gonzalez
Closely motivated by financial considerations, we develop an integration theory which is not classical i.e. it is not necessarily associated to a measure. The base space, denoted b…
q-fin.MF2021★ 1 cited
Model-Free Finance and Non-Lattice Integration
Christian Bender, Sebastian Ferrando, Alfredo Gonzalez
Starting solely with a set of possible prices for a traded asset (in infinite discrete time) expressed in units of a numeraire, we explain how to construct a Daniell type of in…