Hedging under generalized good-deal bounds and model uncertainty (Q2408899)
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scientific article
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| English | Hedging under generalized good-deal bounds and model uncertainty |
scientific article |
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Hedging under generalized good-deal bounds and model uncertainty (English)
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10 October 2017
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good-deal bounds
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good-deal hedging
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model uncertainty
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incomplete markets
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multiple priors
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backward stochastic differential equations
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0.8859678506851196
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0.8056209087371826
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0.7770866751670837
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0.7687833905220032
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0.7609840035438538
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