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Author
Nutz, Marcel
Soner, H. Mete
Date
2012Type
- Journal Article
Publication status
publishedJournal / series
SIAM Journal on Control and OptimizationVolume
Pages
Publisher
SIAMSubject
Volatility uncertainty; Risk measure; Time consistency; Nonlinear; Martingale; Superhedging; Replication; Second order BSDE; G-expectationOrganisational unit
03844 - Soner, Mete
Notes
.More
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