Fair pricing and hedging under small perturbations of the numéraire on a finite probability space

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William Busching, Delphine Hintz, Oleksii Mostovyi, Alexey Pozdnyakov

  • Fair Pricing and Hedging Under Small Perturbations of the Numéraire on a Finite Probability Space

Involve (2022), Vol. 15(4), pp. 649-668. [published version] [arXiv]