Pages that link to "Item:Q1265766"
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The following pages link to Robust hedging of the lookback option (Q1265766):
Displaying 29 items.
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
- Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
- On the continuity of the root barrier (Q5081540) (← links)
- Robust deep hedging (Q5092659) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions (Q5130894) (← links)
- SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- Compactness criterion for semimartingale laws and semimartingale optimal transport (Q5222735) (← links)
- NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840) (← links)
- Convex Order for Path-Dependent Derivatives: A Dynamic Programming Approach (Q5270095) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- PERFORMANCE OF ROBUST HEDGES FOR DIGITAL DOUBLE BARRIER OPTIONS (Q5389100) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Perturbation analysis of sub/super hedging problems (Q6054380) (← links)
- Weak transport for non‐convex costs and model‐independence in a fixed‐income market (Q6054386) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
- Limits of semistatic trading strategies (Q6054450) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Shadows and barriers (Q6126791) (← links)
- Supermartingale Brenier's theorem with full-marginals constraint (Q6134136) (← links)
- On entropy martingale optimal transport theory (Q6581903) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)
- Controlled measure-valued martingales: a viscosity solution approach (Q6590450) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)