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

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G99
@@ Property / Mathematics Subject Classification ID: 91G99 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6341090
@@ Property / zbMATH DE Number: 6341090 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pricing of contingent claims
@@ Property / zbMATH Keywords: pricing of contingent claims / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+incomplete markets
@@ Property / zbMATH Keywords: incomplete markets / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+volatility uncertainty
@@ Property / zbMATH Keywords: volatility uncertainty / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(G\)-Brownian motion stochastic calculus
@@ Property / zbMATH Keywords: \(G\)-Brownian motion stochastic calculus / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2257767690
@@ Property / OpenAlex ID: W2257767690 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1535
@@ Property / arXiv ID: 1012.1535 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and hedging derivative securities in markets with uncertain volatilities
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+Q5294265
@@ Property / cites work: Q5294265 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of the penalty term of dynamic concave utilities
+Normal rank
@@ Property / cites work @@
+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Mutual absolute continuity of multiple priors
@@ Property / cites work: Mutual absolute continuity of multiple priors / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
+Normal rank
@@ Property / cites work @@
+On the pricing of contingent claims under constraints
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic variational preferences
@@ Property / cites work: Dynamic variational preferences / rank @@
+Normal rank
@@ Property / cites work @@
+Irreversible investment and Knightian uncertainty
@@ Property / cites work: Irreversible investment and Knightian uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping With Multiple Priors
@@ Property / cites work: Optimal Stopping With Multiple Priors / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Quasi-sure stochastic analysis through aggregation
+Normal rank
@@ Property / cites work @@
+Financial markets with volatility uncertainty
@@ Property / cites work: Financial markets with volatility uncertainty / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:406259