An interval of no-arbitrage prices in financial markets with volatility uncertainty
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Publication:1992892
DOI10.1155/2017/5769205zbMath1427.91276OpenAlexW2702608272WikidataQ59147632 ScholiaQ59147632MaRDI QIDQ1992892
Hanlei Hu, Zheng Yin, Weipeng Yuan
Publication date: 5 November 2018
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/5769205
Brownian motion (60J65) Martingales with continuous parameter (60G44) Derivative securities (option pricing, hedging, etc.) (91G20)
Cites Work
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