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Finance / Prior probability / Real options valuation / Economic model / Risk-neutral measure / Financial economics / Mathematical finance / Options


Exotic Options in Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics, Bielefeld University Bachelier Finance Society
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Document Date: 2010-06-23 16:35:26


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Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics / /

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Multiple Priors Models Tatjana Chudjakow Institute of Mathematical Economics / Bielefeld University Bachelier Finance Society / World Congress / /

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Framework Exotic / /

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General / Outline Motivation General / Motivation General / Motivation Ambiguity pricing General / Results Motivation Economically General / paper Motivation Ambiguity pricing General / /

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