Data driven approach to robust pricing, hedging and risk management and its dynamics in time
<p>Model-independent mathematical finance is a relatively young research field, which aims to quantify Knightian uncertainty on the choice of pricing models. This thesis extends the existing framework to a setting, which is dynamic in time and takes new sources of information (e.g. new statist...
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| Format: | Thesis |
| Language: | English |
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2020
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