Articles with "markets volatility" as a keyword



Photo by snps_by_jules from unsplash

An Interval of No-Arbitrage Prices in Financial Markets with Volatility Uncertainty

Sign Up to like & get
recommendations!
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… read more here.

Keywords: interval arbitrage; markets volatility; arbitrage; volatility uncertainty ... See more keywords