4 citations · 4 across the 4 of their papers we have counts for
4 papers
Conditional indicators
Dorsaf Cherif, Emmanuel Lepinette
In this paper, we introduce a large class of (so-called) conditional indicators, on a complete probability space with respect to a sub -algebra. A conditional indicator is a pos…
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
Dorsaf Cherif, Emmanuel Lepinette
In this paper, a general framework is developed for continuous-time financial market models defined from simple strategies through conditional topologies that avoid stochastic calc…
A short note on super-hedging an arbitrary number of European options with integer-valued strategies
Dorsaf Cherif, Meriam El Mansour, Emmanuel Lepinette
The usual theory of asset pricing in finance assumes that the financial strategies, i.e. the quantity of risky assets to invest, are real-valued so that they are not integer-valued…
Conditional supremum in Riesz spaces and applications
Youssef Azouzi, Mohamed Amine Ben Amor, Dorsaf Cherif +1
We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool…