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"Pricing and hedging in incomplete markets with model uncertainty."

Anne G. Balter, Antoon Pelsser (2020)

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DOI: 10.1016/J.EJOR.2019.09.054

access: open

type: Journal Article

metadata version: 2020-10-26

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  dblp key:
  - journals/eor/BalterP20
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  - https://dblp.org/rec/journals/eor/BalterP20
Anne G. Balter, Antoon Pelsser:
Pricing and hedging in incomplete markets with model uncertainty. Eur. J. Oper. Res. 282(3): 911-925 (2020)

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