Superreplication under volatility uncertainty for measurable claims - Research Collection

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Author

Neufeld, Ariel

Nutz, Marcel

Date

2013-04

Type

Journal Article

Citations

Cited 19 times in Web of Science

Cited 18 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1214/EJP.v18-2358

Journal / series

Electronic journal of probability

Volume

18

Pages / Article No.

48

Publisher

Institute of Mathematical Statistics

Subject

Volatility uncertainty; Superreplication; Nonlinear expectation

Organisational unit

03658 - Schweizer, Martin

Notes

.

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Citations

Cited 19 times in Web of Science

Cited 18 times in Scopus

ETH Bibliography

yes

Altmetrics