Financial markets with volatility uncertainty
Jörg Vorbrink
| Year of publication: |
2014
|
|---|---|
| Authors: | Vorbrink, Jörg |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 53.2014, p. 64-78
|
| Subject: | Pricing of contingent claims | Incomplete markets | Volatility uncertainty | G-Brownian motion stochastic calculus | Volatilität | Volatility | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Finanzmarkt | Financial market | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011297142