山东大学教师主页 CHEN Wei G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty.Preprint:arxiv.1308.6256 Home

CHEN Wei

Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates

Name (Simplified Chinese):陈蔚

Name (English):CHEN Wei

Name (Pinyin):CHEN Wei

E-Mail:

Date of Employment:1995-01-01

School/Department:经济学院

Education Level:Postgraduate (Postdoctoral)

Gender:Female

Degree:Doctor

Status:Employed

Academic Titles:山东大学经济学院数量经济研究所所长(2002- 至今)

Alma Mater:山东大学

College:School of Economics

Paper Publications

G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty.Preprint:arxiv.1308.6256

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Institution:经济学院

Title of Paper:G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty.Preprint:arxiv.1308.6256

Journal:arxiv: 308.6256

First Author:CHEN Wei

Document Code:lw-151846

Translation or Not:No

Date of Publication:2013-09

Release Time:2019-04-14

Prev One:G-Doob-Meyer Decomposition and Its Application in Bid-Ask Pricing for American Contingent Claim Under Knightian Uncertainty. Preprint:arxiv.1401.0677v1.

Next One:Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing for European Contingent Claim Under Uncertainty. Preprint:arxiv.1306.4070.