Financial markets with volatility uncertainty (Q406259): Difference between revisions
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Revision as of 14:25, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial markets with volatility uncertainty |
scientific article |
Statements
Financial markets with volatility uncertainty (English)
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8 September 2014
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pricing of contingent claims
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incomplete markets
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volatility uncertainty
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\(G\)-Brownian motion stochastic calculus
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