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Introduction

In: Asymptotic Chaos Expansions in Finance

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  • David Nicolay

Abstract

This study initially stemmed from my general interest in incomplete markets, which then shifted more specifically to the issue of unobservable and/or unrepresented state variables and dynamics, before settling on the more general notion of model risk. Also, underlying the obvious academic potential was a more practical focus on how the calibration and the hedging algorithms should be managed and coordinated, in order to mitigate that model risk.

Suggested Citation

  • David Nicolay, 2014. "Introduction," Springer Finance, in: Asymptotic Chaos Expansions in Finance, edition 127, chapter 0, pages 1-20, Springer.
    • Handle: RePEc:spr:sprfcp:978-1-4471-6506-4_1
    DOI: 10.1007/978-1-4471-6506-4_1
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    Cited by:

    1. Keller, Eileen, 2015. "Forging a new Mittelstand compromise : lobbying strategies and business influence after the financial crisis," Economics Working Papers MWP2015/19, European University Institute.

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