Arbitrage-free modeling under Knightian uncertainty
Year of publication: |
2020
|
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Authors: | Burzoni, Matteo ; Maggis, Marco |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 14.2020, 4, p. 635-659
|
Subject: | Knightian uncertainty | Arbitrage theory | First fundamental theorem of asset pricing | Quasi-sure analysis | CAPM | Theorie | Theory | Risiko | Risk | Arbitrage Pricing | Arbitrage pricing |
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