Sentence examples for drift uncertainty from inspiring English sources

Exact(9)

(drift) uncertainty.

For drift uncertainty and more references, see Becherer and Kentia (2017).

Under solely drift uncertainty, robust good-deal hedging has been studied by Becherer and Kentia (2017).

However, as soon as one considers non-zero drift (or even drift uncertainty), convexity of F from our application is no longer clear.

Indeed, it is well-known that the Black Scholes price does not depend on the drift of the underlying and consequently remains unaffected by drift uncertainty.

The approach of Section "Uncertainty solely about the volatility" to derive closed-form valuations and hedges may not work in general when there is drift uncertainty in addition to volatility uncertainty.

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Similar(50)

We had to ensure that the drift and uncertainty was replaced by clear vision and sound strategic management.

If not, rather than let drift and uncertainty give any comfort to America's enemies, he had acquired the habit of seizing the wheel himself.

Instead, we have drift, indecision, uncertainty, and defiance from an exhausted, indifferent White House.

The Federation dissolved on 31 December 1963 with Nyasaland and Northern Rhodesia both on track for full statehood by the end of 1964, while Southern Rhodesia continued to drift in uncertainty.

Now Italy had drifted into uncertainty again.

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