Option pricing model under the G-expectation framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Pei, Ziting, Yue, Xingye, Zheng, Xiaotao
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.22831