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"Superhedging and Dynamic Risk Measures under Volatility Uncertainty."

Marcel Nutz, H. Mete Soner (2012)

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DOI: 10.1137/100814925

access: closed

type: Journal Article

metadata version: 2020-12-29

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  - https://dblp.org/rec/journals/siamco/NutzS12
Marcel Nutz, H. Mete Soner:
Superhedging and Dynamic Risk Measures under Volatility Uncertainty. SIAM J. Control. Optim. 50(4): 2065-2089 (2012)

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