Financial markets with volatility uncertainty (Q406259)
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scientific article; zbMATH DE number 6341090
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial markets with volatility uncertainty |
scientific article; zbMATH DE number 6341090 |
Statements
Financial markets with volatility uncertainty (English)
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8 September 2014
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pricing of contingent claims
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incomplete markets
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volatility uncertainty
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\(G\)-Brownian motion stochastic calculus
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0.93315446
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0.9119935
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0.88214636
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0.86061805
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0.85959196
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