搜索结果: 1-1 共查到“理论经济学 Superreplication”相关记录1条 . 查询时间(0.031 秒)
Superreplication under Volatility Uncertainty for Measurable Claims
Volatility uncertainty Superreplication Nonlinear expectation
2012/9/14
We establish the duality-formula for the superreplicationprice in a setting of volatility uncertainty which includes the example of “random G-expectation.” In contrast to previous results, the conting...