Work

Model Uncertainty and its Impact on the Pricing of Derivative Instruments

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.562721

Author: Rama Cont

Institution: University of Oxford

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2115094006

Cites: 40

Cited by: 73

Related to: 10