Robust superhedging with jumps and diffusion (Q744974)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust superhedging with jumps and diffusion |
scientific article |
Statements
Robust superhedging with jumps and diffusion (English)
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12 October 2015
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jump processes
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diffusion
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robust superhedging
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superreplication
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optional decomposition
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nonlinear Lévy processes
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nondominated model
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