Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗

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Date: 2012-06-19 13:31:57 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 ∗ Add to Reading List Source URL: www.math.columbia.edu Download Document from Source Website File Size: 434,69 KB Share Document on Facebook

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