Pages that link to "Item:Q281366"
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The following pages link to Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366):
Displaying 8 items.
- Robust option pricing (Q297417) (← links)
- Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Constrained no-regret learning (Q2178579) (← links)
- (Q4226825) (← links)
- INTEGRAL REPRESENTATION OF PROBABILITY DENSITY OF STOCHASTIC VOLATILITY MODELS AND TIMER OPTIONS (Q4602498) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)