On the robust superhedging of measurable claims

Electronic Communications in Probability

Volumn 18, Issue , 2013, Pages

  Possamaï, Dylan ^a   Royer, Guillaume ^b   Touzi, Nizar ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b ECOLE POLYTECHNIQUE   (France)

Author keywords

Quasi sure stochastic analysis; Robust hedging

Indexed keywords

EID: 84891064198     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v18-2739     Document Type: Article

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