【摘 要】
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Moving beyond the classical frameworks,like purely semimartingale based models,or no arbitrage theory with fixed probability spaces and a small number of assets,this minisymposium presents new directi
【机 构】
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UC Santa Barbara ETH Zurich
论文部分内容阅读
Moving beyond the classical frameworks,like purely semimartingale based models,or no arbitrage theory with fixed probability spaces and a small number of assets,this minisymposium presents new directions to robust financial modeling: novel empirically sound approaches to model volatility,robust pricing to quantify model uncertainty and(no)arbitrage considerations in large financial markets.
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