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20072020
most citedPathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

39 citations · 110 across the 7 of their papers we have counts for

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q-fin.MF2016

Robust framework for quantifying the value of information in pricing and hedging

Anna Aksamit, Zhaoxu Hou, Jan Obłój

We investigate asymmetry of information in the context of robust approach to pricing and hedging of financial derivatives. We consider two agents, one who only observes the stock p…