Erratum: The Robust Superreplication Problem: A Dynamic Approach (Q5092724)

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scientific article; zbMATH DE number 7562468
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Erratum: The Robust Superreplication Problem: A Dynamic Approach
scientific article; zbMATH DE number 7562468

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    Erratum: The Robust Superreplication Problem: A Dynamic Approach (English)
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    22 July 2022
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    robust pricing and hedging
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    superhedging
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    dynamic programming principle
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    concave envelope
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    dynamic robust approach
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