Superhedging and Dynamic Risk Measures under Volatility Uncertainty (Q3143250)

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Superhedging and Dynamic Risk Measures under Volatility Uncertainty
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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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