Friedrich Penkner

Identifiers

• name variant Friedrich Penkner 0.60 · backfill

Papers (2)

1. A model-free version of the fundamental theorem of asset pricing and the super-replication theorem math.PR · 2013 · author #3
2. Model-independent Bounds for Option Prices: A Mass Transport Approach q-fin.PR · 2011 · author #3

Mentions

• 1301.5568 #3 · backfill · confidence 0.70 Friedrich Penkner
• 1106.5929 #3 · backfill · confidence 0.70 Friedrich Penkner

Frequent Coauthors

• Mathias Beiglb\"ock 2 shared papers
• Beatrice Acciaio 1 shared papers
• Pierre Henry-Labord\`ere 1 shared papers
• Walter Schachermayer 1 shared papers