Anne G. Balter, Antoon Pelsser. Pricing and hedging in incomplete markets with model uncertainty. European Journal of Operational Research, 282(3):911-925, 2020. [doi]
@article{BalterP20,
title = {Pricing and hedging in incomplete markets with model uncertainty},
author = {Anne G. Balter and Antoon Pelsser},
year = {2020},
doi = {10.1016/j.ejor.2019.09.054},
url = {https://doi.org/10.1016/j.ejor.2019.09.054},
researchr = {https://researchr.org/publication/BalterP20},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {282},
number = {3},
pages = {911-925},
}