Financial markets with volatility uncertainty (Q406259): Difference between revisions

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+.1535
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+Coherent Measures of Risk
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+The Pricing of Options and Corporate Liabilities
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Representation of the penalty term of dynamic concave utilities
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Backward Stochastic Differential Equations in Finance
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+Robustness of the Black and Scholes Formula
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+Mutual absolute continuity of multiple priors
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+Recursive multiple-priors.
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+Maxmin expected utility with non-unique prior
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+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
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+On the pricing of contingent claims under constraints
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+Dynamic variational preferences
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+Irreversible investment and Knightian uncertainty
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+Optimal Stopping With Multiple Priors
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+Martingale representation theorem for the \(G\)-expectation
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+Quasi-sure stochastic analysis through aggregation
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+Financial markets with volatility uncertainty
@@ Property / cites work: Financial markets with volatility uncertainty / rank @@
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