Ambiguous volatility, possibility and utility in continuous time (Q2441233)
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scientific article; zbMATH DE number 6272508
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ambiguous volatility, possibility and utility in continuous time |
scientific article; zbMATH DE number 6272508 |
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Ambiguous volatility, possibility and utility in continuous time (English)
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24 March 2014
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ambiguity
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recursive utility
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\(G\)-Brownian motion
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undominated measures
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quasisure analysis
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robust stochastic volatility
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0.88825697
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0.87000865
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0.8682148
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0.8680026
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0.86378473
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0.8617631
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0.86038375
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0.8547324
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