The Robust Superreplication Problem: A Dynamic Approach (Q5215985)

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scientific article; zbMATH DE number 7167419
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The Robust Superreplication Problem: A Dynamic Approach
scientific article; zbMATH DE number 7167419

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    The Robust Superreplication Problem: A Dynamic Approach (English)
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    14 February 2020
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    superhedging
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    robust pricing
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    expected utility
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