Minimal supersolutions of BSDEs under volatility uncertainty
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Publication:2347450
DOI10.1016/j.spa.2015.02.002zbMath1316.60093arXiv1306.6545OpenAlexW2591781282MaRDI QIDQ2347450
Samuel Drapeau, Gregor Heyne, Michael Kupper
Publication date: 27 May 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.6545
backward stochastic differential equations\(G\)-expectationvolatility uncertaintyminimal supersolutions
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