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dc.contributor.author
Neufeld, Ariel
dc.contributor.supervisor
Schweizer, Martin
dc.contributor.supervisor
Nutz, Marcel Fabian
dc.date.accessioned
2017-12-12T16:48:44Z
dc.date.available
2017-06-11T18:35:23Z
dc.date.available
2017-07-20T11:07:47Z
dc.date.available
2017-12-12T16:48:44Z
dc.date.issued
2015
dc.identifier.uri
http://hdl.handle.net/20.500.11850/102891
dc.identifier.doi
10.3929/ethz-a-010484187
dc.format
application/pdf
dc.language.iso
en
en_US
dc.publisher
ETH-Zürich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE)
en_US
dc.subject
VOLATILITÄT (FINANZEN)
en_US
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
en_US
dc.subject
MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY)
en_US
dc.subject
LÉVY PROCESSES (STOCHASTIC PROCESSES)
en_US
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
FINANCIAL MARKETS
en_US
dc.subject
VOLATILITY (FINANCE)
en_US
dc.subject
FINANZMÄRKTE
en_US
dc.title
Knightian uncertainty in mathematical finance
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
dc.date.published
2015
ethz.size
1 Band
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.code.ddc
DDC - DDC::3 - Social sciences::330 - Economics
en_US
ethz.identifier.diss
22605
en_US
ethz.identifier.nebis
010484187
ethz.publication.place
Zürich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-11T18:36:16Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp5936535ade02398568
ethz.identifier.importid
imp59366b7aa729762867
ethz.ecolpid
eth:47933
ethz.ecitpid
pub:161051
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-20T11:07:52Z
ethz.rosetta.lastUpdated
2020-02-15T10:22:21Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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