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Market delay and G-expectations
Yan Dolinsky
*
,
Jonathan Zouari
*
Corresponding author for this work
BA Business Department
Research output
:
Contribution to journal
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Article
›
peer-review
2
Scopus citations
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Keyphrases
Market Delay
100%
G-expectation
100%
Super-replication
100%
Filtration
33%
Scaling Limit
33%
Binomial Model
33%
Volatility Uncertainty
33%
Contingent Claims
33%
Buy-and-hold Strategy
33%
Black-Scholes Model
33%
Uncertainty Interval
33%
Constant Delay
33%
Mathematics
Contingent Claim
100%
Scaling Limit
100%
Fixed Number
100%
Binomial Model
100%