Arbitrage-free modeling under Knightian uncertainty (Q2024114)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage-free modeling under Knightian uncertainty |
scientific article |
Statements
Arbitrage-free modeling under Knightian uncertainty (English)
0 references
3 May 2021
0 references
Knightian uncertainty
0 references
arbitrage theory
0 references
first fundamental theorem of asset pricing
0 references
quasi-sure analysis
0 references
0 references
0 references
