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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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Facility

Columbia University / Swiss Finance Institute / /

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Assumption / /

IndustryTerm

viscosity solutions / basic technology / minimal solution / /

Organization

ETH Foundation / Swiss Finance Institute / Columbia University / Department of Mathematics / Swiss National Science Foundation / /

Person

H. Mete Soner / /

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