Work

No-arbitrage with multiple-priors in discrete time

Year: 2020

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2020.06.006

Authors: Romain Blanchard, Laurence Carassus

Institutions: Pôle Léonard de Vinci, Laboratoire de Mathématiques de Reims, Université de Reims Champagne-Ardenne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2937990419

FWCI: 1.927

Cites: 49

Cited by: 17

Related to: 10