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Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty - MaRDI portal

Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (Q2094856)

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scientific article; zbMATH DE number 7613652
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English
Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty
scientific article; zbMATH DE number 7613652

    Statements

    Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty (English)
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    8 November 2022
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    super-hedging prices
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    delayed information
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    uncertainty
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    conditional random sets
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    AIP condition
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