Non-linear expectations in spaces of Colombeau generalized functions-Reference-Cited by-同舟云学术

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Non-linear expectations in spaces of Colombeau generalized functions

Published:2019-03-14 Issue:4 Volume:37 Page:509-521
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Filinkov Alexei¹,Elliott Robert J.²³

Affiliation:

1. School of Mathematical Sciences, University of Adelaide, Adelaide, SA, Australia;

2. Haskayne School of Business, Scurfield Hall, University of Calgary, Calgary, AB, Canada;

3. Centre for Applied Finance and Economics, School of Commerce, University of South Australia, Adelaide, SA, Australia

Funder

Australian Research Council

Social Sciences and Humanities Research Council of Canada

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1585265

Reference24 articles.

1. The Pricing of Options and Corporate Liabilities

2. An introduction to option pricing and the mathematical theory of risk

3. Pricing and hedging derivative securities in markets with uncertain volatilities

4. Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model

5. Uncertain volatility and the risk-free synthesis of derivatives

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. COMPLETE f-MOMENT CONVERGENCE FOR EXTENDED NEGATIVELY DEPENDENT RANDOM VARIABLES UNDER SUB-LINEAR EXPECTATIONS;J KOREAN MATH SOC;2020

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