Pages that link to "Item:Q1709602"
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The following pages link to A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602):
Displaying 12 items.
- Risk-neutral economy and zero price of risk (Q468114) (← links)
- A multiperiod equilibrium pricing model (Q1714594) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Uncertain Volatility Models with Stochastic Bounds (Q3122062) (← links)
- Uncertain volatility and the risk-free synthesis of derivatives (Q4994401) (← links)
- Conditions for bubbles to arise under heterogeneous beliefs (Q5072901) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- Linear quadratic mean-field game with volatility uncertainty (Q6198303) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)