Financial markets with volatility uncertainty (Q406259): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G20 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H30 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G99 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B24 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
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 | |||
Normal rank |
Revision as of 18:32, 29 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Financial markets with volatility uncertainty |
scientific article |
Statements
Financial markets with volatility uncertainty (English)
0 references
8 September 2014
0 references
pricing of contingent claims
0 references
incomplete markets
0 references
volatility uncertainty
0 references
\(G\)-Brownian motion stochastic calculus
0 references