142 citations · 230 across the 39 of their papers we have counts for
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math.PR2013★ 23 cited
Strong supermartingales and limits of nonnegative martingales
Christoph Czichowsky, Walter Schachermayer
Given a sequence of nonnegative martingales starting at , we find a sequence of convex combinations and a limitin…
math.PR2013★ 15 cited
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Beatrice Acciaio, Mathias Beiglböck, Friedrich Penkner +1
We propose a Fundamental Theorem of Asset Pricing and a Super-Replication Theorem in a model-independent framework. We prove these theorems in the setting of finite, discrete time…