Superreplication under volatility uncertainty for measurable claims

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Publication:388916

DOI10.1214/EJP.v18-2358zbMath1282.91360arXiv1208.6486MaRDI QIDQ388916

Marcel Nutz, Ariel Neufeld

Publication date: 17 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.6486



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