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Market delay and \(G\)-expectations - MaRDI portal

Market delay and \(G\)-expectations (Q2289806)

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scientific article
Language Label Description Also known as
English
Market delay and \(G\)-expectations
scientific article

    Statements

    title
    Market delay and \(G\)-expectations (English)
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    author
    Yan Dolinsky
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    Jonathan Zouari
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    publication date
    24 January 2020
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    zbMATH Keywords
    super-replication
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    market delay
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    duality
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    \(G\)-expectation
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    Identifiers

    zbMATH DE Number
    7157653
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    OpenAlex ID
    W3122274332
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    arXiv ID
    1709.09442
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