167 citations · 539 across the 32 of their papers we have counts for
1 paper · 2 filters
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…