Superreplication under volatility uncertainty for measurable claims (Q388916)
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scientific article; zbMATH DE number 6247217
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Superreplication under volatility uncertainty for measurable claims |
scientific article; zbMATH DE number 6247217 |
Statements
Superreplication under volatility uncertainty for measurable claims (English)
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17 January 2014
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volatility uncertainty
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superreplication
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nonlinear expectation
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0.8608981370925903
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0.8496129512786865
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0.8239685893058777
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0.8169776201248169
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