Viability and Arbitrage Under Knightian Uncertainty

DOI10.3982/ECTA16535zbMath1475.91371arXiv1707.03335OpenAlexW3157182153MaRDI QIDQ5860136

Matteo Burzoni, Frank Riedel, Halil Mete Soner

Publication date: 18 November 2021

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.03335

zbMATH Keywords

no arbitrageviabilityKnightian uncertaintyrobust finance

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial markets (91G15)

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