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20052026
most citedA model-free version of the fundamental theorem of asset pricing and the super-replication theorem

15 citations · 23 across the 16 of their papers we have counts for

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Showing 2021 · math.PRShow all

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math.PR2021

Approximation of martingale couplings on the line in the weak adapted topology

Mathias Beiglböck, Benjamin Jourdain, William Margheriti +1

Our main result is to establish stability of martingale couplings: suppose that is a martingale coupling with marginals . Then, given approximating marginal measures $\ti…