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Affine processes under parameter uncertainty

  • Published:2019-05-28 Issue:1 Volume:4 Page:
  • ISSN:2367-0126
  • Container-title:Probability, Uncertainty and Quantitative Risk
  • language:en
  • Short-container-title:Probab Uncertain Quant Risk

Author:

Fadina Tolulope,Neufeld Ariel,Schmidt ThorstenORCID

Funder

Carl-Zeiss-Stiftung

Deutsche Forschungsgemeinschaft

Nanyang Technological University

Eidgenössische Technische Hochschule Zürich

Freiburg Institute for Advanced Studies, Albert-Ludwigs-Universität Freiburg

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine

Cited by 25 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. Stochastic processes under parameter uncertainty;Journal of Mathematical Analysis and Applications;2024-10

2. Markov selections and Feller properties of nonlinear diffusions;Stochastic Processes and their Applications;2024-07

3. A class of multidimensional nonlinear diffusions with the Feller property;Statistics & Probability Letters;2024-05

4. The Cox-Ingersoll-Ross process under volatility uncertainty;Journal of Mathematical Analysis and Applications;2024-03

5. Robust utility maximization with nonlinear continuous semimartingales;Mathematics and Financial Economics;2023-08-17
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