Option pricing under residual risk and imperfect hedging (Q2338861): Difference between revisions

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@@ Property / DOI @@
-.1016/j.jmaa.2014.01.060
@@ Property / DOI: 10.1016/j.jmaa.2014.01.060 / rank @@
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@@ Property / DOI @@
+.1016/J.JMAA.2014.01.060
@@ Property / DOI: 10.1016/J.JMAA.2014.01.060 / rank @@
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+Option Pricing Under Incompleteness and Stochastic Volatility
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+On Minimizing Risk in Incomplete Markets Option Pricing Models
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+Recommender Run: Recommender Run 3
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+Option Pricing in the Presence of Uncertainty
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+.9001125
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+Recommender Run: Recommender Run 3
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+Pricing and hedging option under portfolio constrained
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+Hedging options in the incomplete market with stochastic volatility
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+Similarity Score: 0.89522076Amount 0.89522076
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+Option pricing bounds with standard risk aversion preferences
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+Similarity Score: 0.89478457Amount 0.89478457
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+Recommender Run: Recommender Run 3
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+American option pricing with imprecise risk-neutral probabilities
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+Similarity Score: 0.89472854Amount 0.89472854
Unit 1
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+.89472854
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+Recommender Run: Recommender Run 3