Superhedging and Dynamic Risk Measures under Volatility Uncertainty (Q3143250)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superhedging and Dynamic Risk Measures under Volatility Uncertainty |
scientific article |
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Superhedging and Dynamic Risk Measures under Volatility Uncertainty (English)
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29 November 2012
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volatility uncertainty
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risk measure
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time consistency
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nonlinear martingale
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superhedging
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replication
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second order BSDE
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\(G\)-expectation
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