Found 3 Documents (Results 1–3)
On the stability of prices of contingent claims in incomplete models under statistical estimations. (English) Zbl 1246.91139
Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona, Italy, May 19–23, 2008. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). Progress in Probability 63, 453-471 (2011).
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