Superreplication under volatility uncertainty for measurable claims (Q388916): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 00:09, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Superreplication under volatility uncertainty for measurable claims |
scientific article |
Statements
Superreplication under volatility uncertainty for measurable claims (English)
0 references
17 January 2014
0 references
volatility uncertainty
0 references
superreplication
0 references
nonlinear expectation
0 references