Ahnouch, Mohammed; Elaachak, Lotfi; Ghadi, Abderrahim - In: Risks : open access journal 13 (2025) 6, pp. 1-14
about model risk and pricing uniqueness in incomplete markets inadequately addressed. This limitation has critical practical … distributional uncertainty that compounds the well-recognized non-linearity challenges. We establish this non-uniqueness using convex … complexity via Schrödinger bridge techniques while preserving our fundamental non-uniqueness results. The findings establish that …