Modeling in Finance beyond classical paradigms

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户:chenyuanliang520
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  Moving beyond the classical frameworks,like purely semimartingale based models,or no arbitrage theory with fixed probability spaces and a small number of assets,this minisymposium presents new directions to robust financial modeling: novel empirically sound approaches to model volatility,robust pricing to quantify model uncertainty and(no)arbitrage considerations in large financial markets.
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