"Superhedging and Dynamic Risk Measures under Volatility Uncertainty."

Marcel Nutz, H. Mete Soner (2012)

> Home

Details and statistics

DOI: 10.1137/100814925

access: closed

type: Journal Article

metadata version: 2020-12-29

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/NutzS12
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.