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Mathematical finance / Financial risk / Martingale / Local martingale / Itō calculus / Wiener process / Random variable / Superhedging price / Stopping time / Statistics / Stochastic processes / Martingale theory


Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗
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Document Date: 2012-06-19 13:31:57

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File Size: 434,69 KB

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