MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261): Difference between revisions

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+Coherent Measures of Risk
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+The fundamental theorem of asset pricing for unbounded stochastic processes
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+On the range of options prices
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+Robustness of the Black and Scholes Formula
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+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
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+Risk, Ambiguity, and the Savage Axioms
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+A Definition of Uncertainty Aversion
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+Uncertainty, risk-neutral measures and security price booms and crashes
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+Convex measures of risk and trading constraints
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+Maxmin expected utility with non-unique prior
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+Robust utility maximization for complete and incomplete markets
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+Robust Permanent Income and Pricing
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+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
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+Bayesian analysis of contingent claim model error
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+Option pricing when underlying stock returns are discontinuous
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+Q5826088
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+Optimal Investments for Robust Utility Functionals in Complete Market Models
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