Superreplication under volatility uncertainty for measurable claims (Q388916)

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Superreplication under volatility uncertainty for measurable claims
scientific article

    Statements

    title
    Superreplication under volatility uncertainty for measurable claims (English)
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    author
    Ariel Neufeld
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    Marcel Nutz
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    publication date
    17 January 2014
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    zbMATH Keywords
    volatility uncertainty
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    superreplication
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    nonlinear expectation
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    Identifiers

    DOI
    10.1214/EJP.v18-2358
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    zbMATH DE Number
    6247217
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    arXiv ID
    1208.6486
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