Finance and Stochastics
Title Titel
Finance and Stochastics
e-ISSN
1432-1122
ISSN
0949-2984
Publisher Herausgeber
SPRINGER HEIDELBERG
Publisher's Address Herausgeber Adresse
TIERGARTENSTRASSE 17, HEIDELBERG, GERMANY, D-69121
Listed in SCI Aufgelistet im SCI
Peer reviewed Begutachtet
Subject
- 21 Finance
- 21 Statistics, Probability and Uncertainty
- 1 Model-independent pricing Optimal transport Skorokhod embedding Superreplication theorem Vovk´s outer measure / Mathematics Subject Classification (2010) 60G44 91G20 91B24 JEL Classification G13
- 1 Robust forward criteria · Optimal investment · Model uncertainty · Ambiguity aversion · Dynamic consistency · Time consistency · Duality theory
Date issued
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