A risk-neutral equilibrium leading to uncertain volatility pricing

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Muhle-Karbe, Johannes, and Marcel Nutz. “A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing”. Finance and Stochastics, vol. 22, no. 2, 2018, pp. 281-95, https://doi.org/10.1007/s00780-018-0356-8.
Muhle-Karbe, J., & Nutz, M. (2018). A risk-neutral equilibrium leading to uncertain volatility pricing. Finance and Stochastics, 22(2), 281-295. https://doi.org/10.1007/s00780-018-0356-8
Muhle-Karbe, Johannes, and Marcel Nutz. “A Risk-Neutral Equilibrium Leading to Uncertain Volatility Pricing”. Finance and Stochastics 22, no. 2 (2018): 281-95. https://doi.org/10.1007/s00780-018-0356-8.
Muhle-Karbe J, Nutz M. A risk-neutral equilibrium leading to uncertain volatility pricing. Finance and Stochastics. 2018;22(2):281-95.
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Category Category Repetition
Science: Mathematics15
Social Sciences: Economic theory. Demography: Economics as a science14
Science: Mathematics: Probabilities. Mathematical statistics9
Social Sciences: Commerce: Business7
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Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
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Citations
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Linear quadratic mean-field game with volatility uncertainty Journal of Mathematical Analysis and Applications
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 2022
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty SIAM Journal on Control and Optimization
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Science: Mathematics6
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Social Sciences: Economic theory. Demography: Economics as a science4
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Social Sciences: Statistics3
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Science: Mathematics: Probabilities. Mathematical statistics2
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Technology: Mechanical engineering and machinery1
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The category Science: Mathematics 6 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Supply and Shorting in Speculative Markets and was published in 2017. The most recent citation comes from a 2024 study titled Linear quadratic mean-field game with volatility uncertainty. This article reached its peak citation in 2020, with 2 citations. It has been cited in 9 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
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