Ambiguous Volatility and Asset Pricing in Continuous Time

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Cite
Epstein, Larry G., and Shaolin Ji. “Ambiguous Volatility and Asset Pricing in Continuous Time”. SSRN Electronic Journal, 2012, https://doi.org/10.2139/ssrn.2197408.
Epstein, L. G., & Ji, S. (2012). Ambiguous Volatility and Asset Pricing in Continuous Time. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.2197408
Epstein, Larry G., and Shaolin Ji. “Ambiguous Volatility and Asset Pricing in Continuous Time”. SSRN Electronic Journal, 2012. https://doi.org/10.2139/ssrn.2197408.
Epstein LG, Ji S. Ambiguous Volatility and Asset Pricing in Continuous Time. SSRN Electronic Journal. 2012;.
Refrences
Title Journal Journal Categories Citations Publication Date
Weak approximation of G-expectations Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 33 2012
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies* Review of Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 98 2012
The Long-Run Risks Model and Aggregate Asset Prices: An Empirical Assessment Critical Finance Review
  • Social Sciences: Finance
 294 2012
An Empirical Evaluation of the Long-Run Risks Model for Asset Prices 2012
Martingale representation theorem for theG-expectation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 125 2011
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science12
Science: Mathematics9
Science: Mathematics: Probabilities. Mathematical statistics7
Social Sciences: Commerce: Business6
Social Sciences: Statistics5
Social Sciences: Finance2
The category Social Sciences: Economic theory. Demography: Economics as a science 12 is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Ambiguity and Investor Behavior SSRN Electronic Journal 2019
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 54 2013
Citations Analysis
Category Category Repetition
Social Sciences: Finance1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Statistics1
Science: Mathematics1
Social Sciences: Commerce: Business1
The category Social Sciences: Finance 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL and was published in 2013. The most recent citation comes from a 2019 study titled Ambiguity and Investor Behavior. This article reached its peak citation in 2019, with 1 citations. It has been cited in 2 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year