A Robust Control Approach to Option Pricing: the Uniqueness Theorem
Abstract
We prove the missing uniqueness theorem which makes our probability-free theory of option pricing in the interval market model, essentially complete.
INRIA.HAL.SCIENCE Web Portal Publications, softwares... of Inria fellow Academics |
Jean-Luc Gouzé : Connect in order to contact the contributor
https://inria.hal.science/hal-00847276
Submitted on : Tuesday, July 23, 2013-11:22:22 AM
Last modification on : Tuesday, April 18, 2023-10:00:06 AM