Pathwise superreplication via Vovk’s outer measure
Pathwise superreplication via Vovk’s outer measure is a scholarly work by David Prömel, published in 2017 in ''Finance and Stochastics''. The main subjects of the publication include mathematics, valuation of options, variance, econometrics, embedding, finance, mathematical finance, Monetary-disequilibrium theory, mathematical economics, applied mathematics, duality, range, economics, measure, Embedding problem, and Asian option. The authors establish a general pricing–hedging duality for financial derivatives which are susceptible to the Skorokhod approach.