Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641): Difference between revisions
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Revision as of 08:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reduced-form setting under model uncertainty with non-linear affine intensities |
scientific article |
Statements
Reduced-form setting under model uncertainty with non-linear affine intensities (English)
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3 June 2022
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sublinear expectation
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reduced-form framework
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nonlinear affine processes
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arbitrage-free pricing
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