Superreplication under model uncertainty in discrete time
Year of publication: |
2014
|
---|---|
Authors: | Nutz, Marcel |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 4, p. 791-803
|
Publisher: |
Springer |
Subject: | Knightian uncertainty | Nondominated model | Superreplication | Martingale measure | Medial limit | Hahn–Banach theorem |
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