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Author Denis, Laurent ♦ Martini, Claude
Source Project Euclid
Content type Text
File Format PDF
Subject Domain (in DDC) Natural sciences & mathematics ♦ Mathematics
Subject Keyword Martingales with continuous parameter (60G44) ♦ Stochastic integrals (60H05) ♦ Potentials and capacities (31C15)
Description Superreplication capacity uncertain volatility model nondominated model stochastic integral option pricing
Learning Resource Type Article
Publisher Date 2006-01-01
Journal Ann. Appl. Probab.
Volume Number 16
Issue Number 2
Page Count 26
Starting Page 827
Ending Page 852