Robust superhedging with jumps and diffusion (Q744974)

From MaRDI portal
Revision as of 02:54, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Robust superhedging with jumps and diffusion
scientific article

    Statements

    title
    Robust superhedging with jumps and diffusion (English)
    0 references
    author
    Marcel Nutz
    0 references
    publication date
    12 October 2015
    0 references
    zbMATH Keywords
    jump processes
    0 references
    diffusion
    0 references
    robust superhedging
    0 references
    superreplication
    0 references
    optional decomposition
    0 references
    nonlinear Lévy processes
    0 references
    nondominated model
    0 references
    cites work
    Q4263612
    0 references
    Q3957683
    0 references
    Q4856610
    0 references
    Q5436616
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60J75
    0 references
    60J60
    0 references
    60G51
    0 references
    60G44
    0 references
    91B25
    0 references
    91G80
    0 references
    93E20
    0 references
    zbMATH DE Number
    6493303
    0 references
    OpenAlex ID
    W2963189739
    0 references
    arXiv ID
    1407.1674
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q744974&oldid=38472593"
    Powered by MediaWiki