Pages that link to "Item:Q2024114"
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The following pages link to Arbitrage-free modeling under Knightian uncertainty (Q2024114):
Displaying 10 items.
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- A no-arbitrage theorem for uncertain stock model (Q1794518) (← links)
- Stability of no-arbitrage property under model uncertainty (Q1933703) (← links)
- An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time (Q5080126) (← links)
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting (Q6099394) (← links)
- Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\) (Q6659483) (← links)