Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151)
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scientific article; zbMATH DE number 6916795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic derivative strategies with stochastic interest rates and model uncertainty |
scientific article; zbMATH DE number 6916795 |
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Dynamic derivative strategies with stochastic interest rates and model uncertainty (English)
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13 August 2018
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robust portfolio choice
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ambiguity
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stochastic volatility
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stochastic interest rates
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welfare loss
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