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q-fin.MF2021
Superhedging duality for multi-action options under model uncertainty with information delay
Anna Aksamit, Ivan Guo, Shidan Liu +1
We consider the superhedging price of an exotic option under nondominated model uncertainty in discrete time in which the option buyer chooses some action from an (uncountable) act…
q-fin.MF2015★ 1 cited
Non-Arbitrage Under Additional Information for Thin Semimartingale Models
Anna Aksamit, Tahir Choulli, Jun Deng +1
This paper completes the two studies undertaken in \cite{aksamit/choulli/deng/jeanblanc2} and \cite{aksamit/choulli/deng/jeanblanc3}, where the authors quantify the impact of a ran…