Superreplication under volatility uncertainty for measurable claims

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Author
Neufeld, Ariel
Nutz, Marcel
Date
2013-04
Type
  • Journal Article
Publication status
published
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Journal / series
Electronic journal of probability
Volume
18
Pages
48
Publisher
Institute of Mathematical Statistics
Subject
Volatility uncertainty; Superreplication; Nonlinear expectation
Organisational unit
03658 - Schweizer, Martin
Notes
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Citations
Cited 16 times in Web of Science
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