Pointwise Arbitrage Pricing Theory in Discrete Time

• Matteo Burzoni

  Matteo Burzoni

  http://orcid.org/0000-0002-3741-5790

  ETH Zurich, 8092 Zürich, Switzerland;

  Search for more papers by this author

  ,
• Marco Frittelli

  Marco Frittelli

  http://orcid.org/0000-0003-4340-4462

  University of Milan, 20133 Milano, Lombardia, Italy;

  Search for more papers by this author

  ,
• Zhaoxu Hou

  Zhaoxu Hou

  University of Oxford, Oxford OX2 6GG, United Kingdom;

  Search for more papers by this author

  ,
• Marco Maggis

  Marco Maggis

  http://orcid.org/0000-0003-4853-6456

  University of Milan, 20133 Milano, Lombardia, Italy;

  Search for more papers by this author

  ,
• Jan Obłój

  Corresponding Author

  Jan Obłój

  http://orcid.org/0000-0002-5686-5498

  University of Oxford, Oxford OX2 6GG, United Kingdom

  Search for more papers by this author