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Sie sind hier: Startseite Seminar Prof. Dr. Thorsten Schmidt

Prof. Dr. Thorsten Schmidt

— abgelegt unter:

Knightian uncertainty in Financial Markets

Was
  • FDM-Seminar
Wann 03.12.2021
von 12:00 bis 13:30
Wo Zoom
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Short summary: In this talk we revisit uncertainty in probability when the underlying probability measure can not be estimated in a reliable way which is often the case in financial markets. We will see some applications where upper and lower bounds are of interest which lead to non-linear expectation operators in contrast to the very familiar and well-known linear expectation.

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