Consistent price systems under model uncertainty.
Bruno BouchardMarcel NutzPublished in: Finance Stochastics (2016)
Keyphrases
- finite state machines
- mathematical model
- management system
- machine learning
- computational models
- experimental data
- theoretical framework
- probability distribution
- theoretical analysis
- parameter estimation
- objective function
- bayesian networks
- conceptual model
- neural network model
- artificial intelligence
- simulation model
- formal model
- prediction model
- real time
- computationally tractable