Author Details

Nutz, Marcel, Columbia University, United States

  • Vol 17 - Articles
    A quasi-sure approach to the control of non-Markovian stochastic differential equations
    Abstract  PDF
  • Vol 18 - Articles
    Superreplication under volatility uncertainty for measurable claims
    Abstract  PDF
  • Vol 19 - Articles
    Martingale inequalities and deterministic counterparts
    Abstract  PDF


ISSN: 1083-6489