Showing 1 - 4 of 4
We consider the problem of superhedging under volatility uncertainty for an investor allowed to dynamically trade the underlying asset, and statically trade European call options for all possible strikes with some given maturity. This problem is classically approached by means of the Skorohod...
Persistent link: https://www.econbiz.de/10013092542
Persistent link: https://www.econbiz.de/10011969160
Persistent link: https://www.econbiz.de/10011945612
Persistent link: https://www.econbiz.de/10014556839