Reduced-form framework under model uncertainty (Q2330468)
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scientific article; zbMATH DE number 7120714
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Reduced-form framework under model uncertainty |
scientific article; zbMATH DE number 7120714 |
Statements
Reduced-form framework under model uncertainty (English)
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22 October 2019
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sublinear expectation
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nondominated model
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reduced-form framework
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superhedging
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payment stream
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0.8172566890716553
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0.8095035552978516
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0.7738454937934875
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0.75560063123703
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0.7543925046920776
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