A risk-neutral equilibrium leading to uncertain volatility pricing

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Publication:1709602

DOI10.1007/s00780-018-0356-8zbMath1422.91716arXiv1612.09152OpenAlexW2563263223WikidataQ130158577 ScholiaQ130158577MaRDI QIDQ1709602

Marcel Nutz, Johannes Muhle-Karbe

Publication date: 6 April 2018

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.09152




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