Measures of model uncertainty and calibrated option bounds (Q3625231): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures of model uncertainty and calibrated option bounds |
scientific article |
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Measures of model uncertainty and calibrated option bounds (English)
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12 May 2009
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model uncertainty
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option pricing
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incomplete markets
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coherent risk measures
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convex risk measures
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calibrated option bounds
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duality
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