Robust superhedging with jumps and diffusion (Q744974): Difference between revisions

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scientific article
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Robust superhedging with jumps and diffusion
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    Robust superhedging with jumps and diffusion (English)
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    12 October 2015
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    jump processes
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    diffusion
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    robust superhedging
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    superreplication
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    optional decomposition
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    nonlinear Lévy processes
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    nondominated model
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