167 citations · 539 across the 32 of their papers we have counts for
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q-fin.MF2016
A superhedging approach to stochastic integration
Rafał M. Łochowski, Nicolas Perkowski, David J. Prömel
Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functi…
q-fin.MF2015
Pathwise super-replication via Vovk's outer measure
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann +2
Since Hobson's seminal paper [D. Hobson: Robust hedging of the lookback option. In: Finance Stoch. (1998)] the connection between model-independent pricing and the Skorokhod embedd…