No-arbitrage Under Model ambiguity and Fundamental Theorems of Asset Pricing | SIAM

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No-arbitrage Under Model am...

No-arbitrage Under Model ambiguity and Fundamental Theorems of Asset Pricing

FM14 - IP1-1 No-arbitrage Under Model Ambiguity and Fundamental Theorems of Asset Pricing

Presentation: Bruno Bouchard, Université Paris-Dauphine and ENSAE-ParisTech, Ceremade and Crest, France, 44 min 28 sec

FM14 - IP1-1 No-arbitrage Under Model ambiguity and Fundamental Theorems of Asset Pricing (PDF)

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