Superreplication under model uncertainty in discrete time
Year of publication: |
2014
|
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Authors: | Nutz, Marcel |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 4, p. 791-803
|
Subject: | Knightian uncertainty | Nondominated model | Superreplication | Martingale measure | Medial limit | Hahn-Banach theorem | Martingal | Martingale | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | CAPM | Optionspreistheorie | Option pricing theory |
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