Superreplication under model uncertainty in discrete time
Marcel Nutz
| Year of publication: |
2014
|
|---|---|
| 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 | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Martingal | Martingale | CAPM | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010416246