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math.PR2026
Optional Stopping for Superhedging Supermartingales
Christian Bender, Sebastian E. Ferrando
Superhedging supermartingales, introduced by the authors in previous work, are non-probabilistic processes defined via subadditive outer integrals that carry a purely financial int…
math.PR2023
Superhedging Supermartingales
C. Bender, S. E. Ferrando, K. Gajewski +1
Supermartingales are here defined on a non-probabilistic setting and can be interpreted solely in terms of superhedging operations. The classical expectation operator is replaced b…