Pricing interest rate derivatives under volatility uncertainty.

Julian Hölzermann

Published in: Ann. Oper. Res. (2024)

Keyphrases

financial markets
higher order
inherent uncertainty
stock market
garch model
uncertain data
stock price
neural network
stock index futures
mechanism design
exchange rate
expected utility
decision theory
risk management
growth rate
conditional probabilities
non stationary
stock returns
data sets