Superhedging and dynamic risk measures under volatility uncertainty (Q3143250)
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scientific article; zbMATH DE number 6111087
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| default for all languages | No label defined |
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| English | Superhedging and dynamic risk measures under volatility uncertainty |
scientific article; zbMATH DE number 6111087 |
Statements
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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0.8098306059837341
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0.786746621131897
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0.7820202112197876
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0.7813760042190552
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0.7793617844581604
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