Finding 6955Emerging EvidenceValidation V0
The paper introduces advanced tools like randomised stopping times, Azma supermartingales, and pathwise stochastic integration, showing the superhedging price equals the supremum of expected payoffs over all risk-neutral measures and stopping times.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The paper introduces advanced tools like randomised stopping times, Azma supermartingales, and pathwise stochastic integration, showing the superhedging price equals the supremum of expected payoffs over all risk-neutral measures and stopping times.
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Inspect source: Robust Pricing and Hedging of American Options in Continuous Time →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.