Pages that link to "Item:Q2298029"
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The following pages link to The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029):
Displaying 4 items.
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- Uncertain volatility and the risk-free synthesis of derivatives (Q4994401) (← links)
- $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs (Q5033264) (← links)
- Deep Curve-Dependent PDEs for Affine Rough Volatility (Q6159075) (← links)