financial market that features volatility uncertainty. To have a mathematical consistent framework we use the notion of G … uncertainty the market is not complete any more. We establish the interval of no-arbitrage prices for general European contingent … uncertainty ; G-Brownian motion stochastic calculus …

The concept of model uncertainty is one of increasing importance in the field of Mathematical Finance. The main goal of … this work is to explore model uncertainty in the specific area of algorithmic and high frequency trading. From a … behavioural perspective, model uncertainty naturally leads to the notion of ambiguity aversion - a person's tendency to avoid …

The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a … significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A one …-standard-deviation increase in uncertainty more than doubles the effect of sentiment on investment. Moreover, allowing uncertainty …