Robust superhedging with jumps and diffusion (Q744974)
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scientific article; zbMATH DE number 6493303
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust superhedging with jumps and diffusion |
scientific article; zbMATH DE number 6493303 |
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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0.8627479672431946
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0.8429362177848816
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0.8126053810119629
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0.8034470677375793
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0.8026989698410034
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