Superhedging price

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1	Arbitrage and Duality in Nondominated Discrete-Time Models Add to Reading List Source URL: www.math.columbia.edu Language: English - Date: 2014-02-09 14:45:40 Probability and statistics Mathematics Stochastic processes Martingale theory Randomness Risk-neutral measure Martingale Superhedging price Borel set Probability theory Statistics Mathematical finance
2	Superhedging and Dynamic Risk Measures under Volatility Uncertainty Marcel Nutz ∗ Add to Reading List Source URL: www.math.columbia.edu Language: English - 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
3	Introduction Modelling in finance Risk measures Add to Reading List Source URL: wwwhome.math.utwente.nl Language: English - Date: 2009-04-20 09:50:59 Risk Financial economics Ethics Coherent risk measure Superhedging price Spectral theory of ordinary differential equations Mathematical finance Financial risk Actuarial science