Coherent-price systems and uncertainty-neutral valuation
Year of publication: |
2019
|
---|---|
Authors: | Beißner, Patrick |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 3, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | ambiguous volatility | arbitrage | asset pricing | martingales | nonlinear expectations and prices | preference-free valuation |
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