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Upper and lower variances under model uncertainty and their applications in finance

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Institution:高等研究院、数学与交叉科学研究中心、非线性期望前沿科学研究中心

Title of Paper:Upper and lower variances under model uncertainty and their applications in finance

Journal:International Journal of Financial Engineering

First Author:黎珊

Document Code:351BD9661FAA4110BF6C63EB754F30DF

Volume:09

Issue:01

Number of Words:16

Translation or Not:No

Date of Publication:2022-03

Release Time:2022-10-06

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