The robust superreplication problem: a dynamic approach (Q5215985)
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scientific article; zbMATH DE number 7167419
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The robust superreplication problem: a dynamic approach |
scientific article; zbMATH DE number 7167419 |
Statements
The Robust Superreplication Problem: A Dynamic Approach (English)
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14 February 2020
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superhedging
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robust pricing
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expected utility
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0.8383581638336182
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0.8216441869735718
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0.8114972114562988
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0.8087312579154968
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0.8043633699417114
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