On a generalized optional decomposition theorem (Q2811115)
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scientific article; zbMATH DE number 6591432
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| English | On a generalized optional decomposition theorem |
scientific article; zbMATH DE number 6591432 |
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On a generalized optional decomposition theorem (English)
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10 June 2016
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predictable convexity
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robust hedging
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sublinear expectation
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optional decomposition
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