Reduced-form setting under model uncertainty with non-linear affine intensities (Q2671641)
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scientific article; zbMATH DE number 7537223
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Reduced-form setting under model uncertainty with non-linear affine intensities |
scientific article; zbMATH DE number 7537223 |
Statements
Reduced-form setting under model uncertainty with non-linear affine intensities (English)
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3 June 2022
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sublinear expectation
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reduced-form framework
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nonlinear affine processes
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arbitrage-free pricing
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0.88601065
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0.8438158
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0.8414184
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0.84087527
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0.8368012
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0.83394957
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0.8326618
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0.8277855
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0.8276136
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