5 Treffer für Schlagwort = "Model uncertainty"
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Locally Constant Model Uncertainty Risk Measure
Obradovic, Lazar
2019
Markov chains under nonlinear expectation
Nendel, Max
In: Mathematical Finance, Jg. 31 H. 1, S. 474-507
Optimal consumption and portfolio choice with ambiguity
Lin, Qian ; Riedel, Frank
2014
Optimal monetary policy rules : theory and estimation for OECD countries
Zhang, Wenlang
2004
Pricing Interest Rate Derivatives under Volatility Uncertainty
Hölzermann, Julian
2020