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Arbitrage-free modeling under Knightian uncertainty

Crossref DOI link: https://doi.org/10.1007/s11579-020-00267-w

Published Online: 2020-06-09

Published Print: 2020-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Burzoni, Matteo https://orcid.org/0000-0002-3741-5790
Maggis, Marco
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Text and Data Mining valid from 2020-06-09

Version of Record valid from 2020-06-09
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Article History

Received: 10 September 2019

Accepted: 4 May 2020

First Online: 9 June 2020