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A unified framework for robust modelling of financial markets in discrete time |
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| Authors: | Ob?ój Jan Wiesel Johannes |
| Institution: | 1.Mathematical Institute and St. John’s College, University of Oxford, Woodstock Road, Oxford, OX2 6GG, UK ;2.Department of Statistics, Columbia University, New York, USA ; |
| Abstract: | Finance and Stochastics - We unify and establish equivalence between the pathwise and the quasi-sure approaches to robust modelling of financial markets in finite discrete time. In particular, we... |
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