$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs
-
Published:2021-09-01
Issue:3
Volume:16
Page:
-
ISSN:2304-7895
-
Container-title:Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
-
language:
-
Short-container-title:Bulletin of the Inst. of Math. Academia Sinica(N.S.)
Author:
Mezdoud Zaineb,Hartmann Carsten,Remita Mohamed Riad,Kebiri Omar
Publisher
Institute of Mathematics, Academia Sinica