Items where Author is "Penkner, F."

Item Type No Grouping

A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Acciaio, Beatrice and Beiglböck, M. and Penkner, F. and Schachermayer, W.

A trajectorial interpretation of Doob's martingale inequalities. Acciaio, B. and Beigelböck, M. and Penkner, F. and Schachermayer, W. and Temme, J.