Johannes Muhle-Karbe, Marcel Nutz. A risk-neutral equilibrium leading to uncertain volatility pricing. Finance and Stochastics, 22(2):281-295, 2018. [doi]
@article{Muhle-KarbeN18,
title = {A risk-neutral equilibrium leading to uncertain volatility pricing},
author = {Johannes Muhle-Karbe and Marcel Nutz},
year = {2018},
doi = {10.1007/s00780-018-0356-8},
url = {https://doi.org/10.1007/s00780-018-0356-8},
researchr = {https://researchr.org/publication/Muhle-KarbeN18},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {22},
number = {2},
pages = {281-295},
}