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Institution:中泰证券金融研究院
Title of Paper:Ambiguous Volatility and Asset Pricing in Continuous Time
Journal:The Review of Financial Studies
Document Code:lw-144372
Issue:7
Translation or Not:No
Date of Publication:2013-07
Release Time:2025-09-29
Next One:Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity