Apr 14, 2020 · We investigate the consequences for the robust model when prominent results from the mathematical finance literature are postulate. In this vein ...
In this paper, we provide a framework in which we can set the problem of maximization of utility function, taking into account the model uncertainty and ...
ABSTRACT. Robust models in mathematical finance replace the classical single probability measure by a sufficiently rich set of probability measures on the ...
We investigate the consequences for the robust model when prominent results from the mathematical finance literature are postulate. In this vein, we categorise ...
The aim of this paper is to generalise this result to a non-dominated-so-called robust-framework, where the probability measure P is replaced by a family of ...
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Sep 22, 2022 · We investigate the consequences for the robust model when prominent results from the mathematical finance literature are postulated. In this ...
We investigate the consequences for the robust model when prominent results from the mathematical finance literature are postulated. In this vein, we categorize ...
Abstract. We study decision problems in which consequences of the various alternative actions depend on states determined by a generative mechanism ...
Model Uncertainty: A Reverse Approach-article.
Jun 21, 2024 · The reverse uncertainty analysis necessitates the experimental data to constrain the RRKM/ME model. Here we briefly reviewed the previous ...