Financial markets with volatility uncertainty (Q406259): Difference between revisions

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Property / Mathematics Subject Classification ID: 91G20 / rank
 
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Property / Mathematics Subject Classification ID: 60H30 / rank
 
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Property / Mathematics Subject Classification ID: 91G99 / rank
 
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Property / Mathematics Subject Classification ID: 91B24 / rank
 
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Property / zbMATH DE Number: 6341090 / rank
 
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pricing of contingent claims
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incomplete markets
Property / zbMATH Keywords: incomplete markets / rank
 
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volatility uncertainty
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\(G\)-Brownian motion stochastic calculus
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Revision as of 18:32, 29 June 2023

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Financial markets with volatility uncertainty
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    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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