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Parameter uncertainty
Hi!Recently I have read some papers about the effect of parameter uncertainty on pricing. For exmaple.I was wondering if this has any practical relevance or this is again some academic dead end.Any idea?
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- Cuchulainn
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Parameter uncertainty
Paul Wilmott discusses Uncertain PDE in his book.Pealat and Duffy have an article on UVM in Wilmott Magazine July 2011.Marco Avellaneda has some papers as well.
Last edited by Cuchulainn on November 26th, 2012, 11:00 pm, edited 1 time in total.