ProfessorJohannesMuhle-Karbe

Faculty of Natural Sciences, Department of Mathematics

Head of Mathematical Finance, Chair in Mathematical Finance

Contact

+44 (0)20 7594 0802j.muhle-karbe Website CV

Assistant

Mrs Rula Murtada +44 (0)20 7594 8487

Location

806Weeks BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Muhle-Karbe:2018:10.1007/s00780-018-0356-8,
author = {Muhle-Karbe, J and Nutz, M},
doi = {10.1007/s00780-018-0356-8},
journal = {Finance and Stochastics},
pages = {281--295},
title = {A risk-neutral equilibrium leading to uncertain volatility pricing},
url = {http://dx.doi.org/10.1007/s00780-018-0356-8},
volume = {22},
year = {2018}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Muhle-Karbe,J
AU  - Nutz,M
DO  - 10.1007/s00780-018-0356-8
EP  - 295
PY  - 2018///
SN  - 0949-2984
SP  - 281
TI  - A risk-neutral equilibrium leading to uncertain volatility pricing
T2  - Finance and Stochastics
UR  - http://dx.doi.org/10.1007/s00780-018-0356-8
VL  - 22
ER  -

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