Financial markets with volatility uncertainty (Q406259)

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Financial markets with volatility uncertainty
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    title
    Financial markets with volatility uncertainty (English)
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    author
    Jörg Vorbrink
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    publication date
    8 September 2014
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    Mathematics Subject Classification ID
    91G20
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    60H30
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    91G99
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    91B24
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    zbMATH DE Number
    6341090
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    zbMATH Keywords
    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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    OpenAlex ID
    W2257767690
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    arXiv ID
    1012.1535
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