Pages that link to "Item:Q470605"
From MaRDI portal
The following pages link to The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605):
Displayed 4 items.
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)