Pages that link to "Item:Q3523582"
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The following pages link to UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (Q3523582):
Displaying 4 items.
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- (Q3190964) (← links)
- THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837) (← links)
- Bid-Ask Spread Modelling, a Perturbation Approach (Q5746535) (← links)