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Published in 2017 at "Mathematical Problems in Engineering"
DOI: 10.1155/2017/5769205
Abstract: In financial markets with volatility uncertainty, we assume that their risks are caused by uncertain volatilities and their assets are effectively allocated in the risk-free asset and a risky stock, whose price process is supposed…
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Keywords:
interval arbitrage;
markets volatility;
arbitrage;
volatility uncertainty ... See more keywords