Work

Ambiguous Volatility and Asset Pricing in Continuous Time

Year: 2013

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hht018

Authors: Larry G. Epstein, Shaolin Ji

Institutions: Boston University, Shandong University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122362298

FWCI: 34.39

Cites: 57

Cited by: 236

Related to: 10