Pages that link to "Item:Q3635097"
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The following pages link to On the Relation Between Option and Stock Prices: A Convex Optimization Approach (Q3635097):
Displaying 17 items.
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- Option bounds (Q4822458) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Application of direct extended modified algebraic method of Bogoyavlenskii equation on lower and upper bounds in managing and optimizing queues (Q5125359) (← links)
- Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets (Q5129197) (← links)
- Gain-loss pricing under ambiguity of measure (Q5189212) (← links)
- SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053) (← links)
- Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
- DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization (Q5382573) (← links)
- PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS (Q5455259) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)
- A distributional Farkas' lemma and moment optimization problems with no-gap dual semi-definite programs (Q6542453) (← links)
- On some semi-parametric estimates for European option prices (Q6617607) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)
