MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS

DOI10.1111/j.1467-9965.2006.00281.xzbMath1133.91413OpenAlexW3121811058MaRDI QIDQ5455261

Publication date: 3 April 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00281.x

Mathematics Subject Classification ID

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