Search Results for author: Christian Bender

Found 2 papers, 0 papers with code

Model-Free Finance and Non-Lattice Integration

no code implementations22 May 2021 Christian Bender, Sebastian Ferrando, Alfredo Gonzalez

Starting solely with a set of possible prices for a traded asset $S$ (in infinite discrete time) expressed in units of a numeraire, we explain how to construct a Daniell type of integral representing prices of integrable functions depending on the asset.

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