03.12.2018 15:00 Matti Kiiski :
Pathwise Pricing-Hedging DualityBC1 2.02.01 (Parkring 11, 85748 Garching)

We discuss weak topologies on the Skorokhod space of cadlag functions. In particular, we study the weak* topology they induce on the family of probability measures on the canonical space and give applications to the pathwise pricing-hedging duality. We also discuss related open problems.