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Arbitrage-free modeling under Knightian uncertainty - MaRDI portal

Arbitrage-free modeling under Knightian uncertainty (Q2024114)

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Arbitrage-free modeling under Knightian uncertainty
scientific article

    Statements

    title
    Arbitrage-free modeling under Knightian uncertainty (English)
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    author
    Matteo Burzoni
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    Marco Maggis
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    publication date
    3 May 2021
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    zbMATH Keywords
    Knightian uncertainty
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    arbitrage theory
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    first fundamental theorem of asset pricing
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    quasi-sure analysis
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    cites work
    Q5386174
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    Q4905685
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    Variational Analysis
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    Some Minimax Theorems.
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    Identifiers

    zbMATH DE Number
    7342895
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    OpenAlex ID
    W3034710810
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    arXiv ID
    1909.04602
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