Pages that link to "Item:Q1601918"
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The following pages link to Uncertain volatility models -- theory and application (Q1601918):
Displaying 16 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Volatility, risk modeling and utility (Q858849) (← links)
- A volatility smile-based uncertainty index (Q2045101) (← links)
- The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Fuzzy coefficient volatility (FCV) models with applications (Q2473222) (← links)
- On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Uncertain volatility and the risk-free synthesis of derivatives (Q4994401) (← links)
- Handbook of Volatility Models and Their Applications (Q5388714) (← links)
- THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
