Archives for CORE

Pricing and Hedging in Incomplete Markets with Model Ambiguity Antoon PELSSER, Maastricht University We search for a robust price of unhedgeable assets and the associated trading strategy in incomplete markets under the acknowledgement of model ambiguity. Our set-up is that we postulate an...

CORE Nobel Talk on "The Precarious Fiscal Foundations of EMU: A Reassessment after 17 Years" The title refers to C. Sims (1999) "The Precarious Fiscal Foundations of EMU", De Economist 147, 415-436) CORE (Center for Operations Research & Econometrics) organized a CORE-Wide seminar with...