The following pages link to THE RANGE OF TRADED OPTION PRICES (Q3446056):
Displaying 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Consistent price systems under model uncertainty (Q261917) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Options on the minimum or the maximum of two average prices (Q375485) (← links)
- Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Robust price bounds for the forward starting straddle (Q486935) (← links)
- Martingale optimal transport in the Skorokhod space (Q492958) (← links)
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Option price calibration from Rényi entropy (Q620907) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Model-independent hedging strategies for variance swaps (Q693029) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931) (← links)
- Tangent Lévy market models (Q1761433) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Peacocks nearby: approximating sequences of measures (Q2000153) (← links)
- Arbitrage-free modeling under Knightian uncertainty (Q2024114) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Arbitrage-free interpolation of call option prices (Q2173277) (← links)
- No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints (Q2343744) (← links)
- The space of outcomes of semi-static trading strategies need not be closed (Q2364534) (← links)
- Hedging variance options on continuous semimartingales (Q2430256) (← links)
- On a Heath-Jarrow-Morton approach for stock options (Q2516770) (← links)
- Probing option prices for information (Q2642481) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
- A model-free version of the fundamental theorem of asset pricing and the super-replication theorem (Q2799994) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- Model-independent lower bound on variance swaps (Q2831008) (← links)
- Options on realized variance and convex orders (Q2866381) (← links)
- Arbitrage bounds for prices of weighted variance swaps (Q2927953) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- How Duration Between Trades of Underlying Securities Affects Option Prices* (Q3063960) (← links)
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- OPTION PRICING WITH VG–LIKE MODELS (Q3621567) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
