Term structure modeling under volatility uncertainty (Q2120604)
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scientific article; zbMATH DE number 7501344
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Term structure modeling under volatility uncertainty |
scientific article; zbMATH DE number 7501344 |
Statements
Term structure modeling under volatility uncertainty (English)
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1 April 2022
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term structure of interest rates
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no-arbitrage
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ambiguous volatility
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Knightian uncertainty
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model uncertainty
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robust finance
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0.7677035331726074
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0.749283492565155
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0.7464860677719116
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0.7415305972099304
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0.7367382049560547
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