Knightian uncertainty in mathematical finance

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Author
Neufeld, Ariel
Date
2015
Type
    Doctoral Thesis
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-010484187
Publication status
published
External links
Search print copy at ETH Library
Contributors
Examiner: Schweizer, Martin
Examiner: Nutz, Marcel Fabian
Publisher
ETH Zurich
Subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE); VOLATILITÄT (FINANZEN); STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY); LÉVY PROCESSES (STOCHASTIC PROCESSES); STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG); FINANCIAL MARKETS; VOLATILITY (FINANCE); FINANZMÄRKTE
Organisational unit
02000 - Dep. Mathematik / Dep. of Mathematics
03658 - Schweizer, Martin / Schweizer, Martin  
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