Good deal hedging and valuation under combined uncertainty about drift and volatility
Crossref DOI link: https://doi.org/10.1186/s41546-017-0024-5
Published Online: 2017-12-29
Published Print: 2017-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Becherer, Dirk http://orcid.org/0000-0001-9500-8408
Kentia, Klebert
Funding for this research was provided by:
Deutsche Forschungsgemeinschaft
License valid from 2017-12-01