Superreplication under volatility uncertainty for measurable claims (Q388916)
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scientific article; zbMATH DE number 6247217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superreplication under volatility uncertainty for measurable claims |
scientific article; zbMATH DE number 6247217 |
Statements
Superreplication under volatility uncertainty for measurable claims (English)
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17 January 2014
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volatility uncertainty
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superreplication
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nonlinear expectation
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