Pages that link to "Item:Q3820324"
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The following pages link to On Stochastic Dominance and Decreasing Absolute Risk Averse Option Pricing Bounds (Q3820324):
Displaying 11 items.
- Minimum option prices under decreasing absolute risk aversion (Q375481) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- Progressive option bounds from the sequence of concurrently expiring options. (Q1406968) (← links)
- Comparison of probability measures: Dominance of the third degree (Q1591551) (← links)
- Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
- (Q3076275) (← links)
- Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207) (← links)
- Risk Arbitrage Opportunities for Stock Index Options (Q4994145) (← links)
- Option pricing bounds with standard risk aversion preferences (Q5945848) (← links)