A risk-neutral equilibrium leading to uncertain volatility pricing
Crossref DOI link: https://doi.org/10.1007/s00780-018-0356-8
Published Online: 2018-03-07
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Muhle-Karbe, Johannes
Nutz, Marcel
Text and Data Mining valid from 2018-03-07
Article History
Received: 29 December 2016
Accepted: 30 December 2017
First Online: 7 March 2018