On a generalized optional decomposition theorem (Q2811115)

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On a generalized optional decomposition theorem
scientific article

    Statements

    title
    On a generalized optional decomposition theorem (English)
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    published in
    Stochastics
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    publication date
    10 June 2016
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    zbMATH Keywords
    predictable convexity
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    robust hedging
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    sublinear expectation
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    optional decomposition
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    Identifiers

    zbMATH DE Number
    6591432
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