Financial markets with volatility uncertainty
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Joerg Vorbrink ... We investigate financial markets under model risk caused by uncertain
Financial markets with volatility uncertainty - EconBiz
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... with volatility uncertainty. Jörg Vorbrink ... By: Jörg Vorbrink Published: (2014); Financial markets with volatility uncertainty. By: Jörg Vorbrink Published: (2010) ...
Financial Markets with Volatility Uncertainty - Jörg Vorbrink - Google ...books.google.com › books › about › Financial_Mar...
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Title, Financial Markets with Volatility Uncertainty Volume 441 of Working Papers. Institute of Mathematical Economics ; Author, Jörg Vorbrink ; Publisher, Center ...
[PDF] Abstracts - spring meeting Bielefeld/Beijing and Berlin TU Berlinwww3.math.tu-berlin.de › stoch › SMCP
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Jörg Vorbrink (U Bielefeld). Financial markets with volatility uncertainty. We investigate financial markets under model risk caused by uncertain ...
Niet-lineaire verwachtingswaarden en stochastische calculus ...lib.ugent.be › RUG _2013_0001_AC
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//www.math.tamu.edu/~popov/L talks/tamu-08.pdf. [32] Jörg Vorbrink (2010) Financial Markets with Volatility Uncertainty, Working Pa-.
[PDF] Reduced-form framework under model uncertainty and generalized ...iris.gssi.it › retrieve › 2022_PhDThesis_Oberpriller
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[88] Jörg Vorbrink. “Financial markets with volatility uncertainty”. In: Journal of Mathe- matics Economics 53 (2014), pp.
[PDF] Niet-lineaire verwachtingswaarden en stochastische calculus onder ...libstore.ugent.be › RUG01 › RUG _2013_0001_AC
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· [32] Jörg Vorbrink (2010) Financial Markets with Volatility Uncertainty, Working Pa- pers, Institute of Mathematical Economics, ...
JME | Journal of Mathematical Economics | Special Section: Economic...
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Financial markets with volatility uncertainty. Jörg Vorbrink. Pages : Download PDF. Article preview. select article Reinsurance or securitization: The case of ...
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Completed PhD Projects . Primary tabs. Completed (active tab) In Progress; ... Jörg Vorbrink, Valuation of financial contingent claims in the presence of model uncertainty ( ) Download: Thesis. Publications: Financial markets with volatility uncertainty
Financial economics without probabilistic prior assumptions |...
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The treatment of uncertainty in general equilibrium theory in the style of Arrow and Debreu does not require a prior probability on the state space. Financ
Valuation of financial contingent claims in the presence of model...
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Lisez Valuation of financial contingent claims in the presence of model uncertainty [Elektronische Ressource] / Jörg Vorbrink. Fakultät für...
Experimental setup for mobile detection of electromagnetic fields in ...www.researchgate.net › publication › _E...
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Joerg Vorbrink. We investigate financial markets under model risk caused by uncertain volatilities. For this purpose we consider a financial market that ...
Financial Markets with Volatility Uncertainty - ResearchGatewww.researchgate.net › Home › Econ › Finance › Financial Markets
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Financial economics without probabilistic prior assumptions ...www.springerprofessional.de › financial-economics-...
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See the related work by Jörg Vorbrink Vorbrink ( ) and Beissner ( ) on the foundations of Finance under uncertain volatility.
Reduced-form setting under model uncertainty with non-linear affine ...www.aimsciences.org › article › doi › puqr
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Jörg Vorbrink, Financial markets with volatility uncertainty, Journal of Mathematics Economics, 2014, 53: doi: j.jmateco
Valuation of financial contingent claims in the presence of model...
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vorgelegt von Diplom-Wirtschaftsmathematiker Jörg Vorbrink Bielefeld,
Valuation of financial contingent claims in the presence of model ...www.semanticscholar.org › paper › Valuation-of-fin...
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Financial markets with volatility uncertainty
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Financial markets with volatility uncertainty. more. less. Jörg Vorbrink · Details · Authors · Fields of science · Bibliography · Quotations · Similar · Collections ...
Bibliographies: 'D valuation model' - Grafiatiwww.grafiati.com › conference-proceedings
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· "Valuation of financial contingent claims in the presence of model uncertainty / Jörg Vorbrink. Fakultät für Wirtschaftswissenschaften.
Pricing of Securities
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Joerg Vorbrink. Dec q-fin.PR arXiv: v2. Scited Scite! 0. @misc{ , author = {Joerg Vorbrink}, title = {{F}inancial ...
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