Term structure modeling under volatility uncertainty (Q2120604)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Term structure modeling under volatility uncertainty |
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Term structure modeling under volatility uncertainty (English)
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1 April 2022
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term structure of interest rates
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no-arbitrage
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ambiguous volatility
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Knightian uncertainty
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model uncertainty
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robust finance
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