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The following pages link to Option Pricing Under Incompleteness and Stochastic Volatility (Q4345929):

Displaying 49 items.

Hedging options in the incomplete market with stochastic volatility (Q440150) (← links)
Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio (Q665826) (← links)
Comparison of option prices in semimartingale models (Q854274) (← links)
On changes of measure in stochastic volatility models (Q937484) (← links)
Valuation of FX barrier options under stochastic volatility (Q1000409) (← links)
Convex viscosity solutions and state constraints (Q1357069) (← links)
On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351) (← links)
On the pricing of contingent claims under constraints (Q1814741) (← links)
Conservative delta hedging. (Q1884835) (← links)
On weak implicit and predictor-corrector methods (Q1897658) (← links)
A minimality property of the minimal martingale measure (Q1962144) (← links)
No arbitrage in continuous financial markets (Q2190064) (← links)
Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)
On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution (Q2318175) (← links)
Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
Option pricing in incomplete markets (Q2339079) (← links)
Risk-neutral compatibility with option prices (Q2430260) (← links)
Pricing barrier options under stochastic volatility framework (Q2440325) (← links)
Delta hedging strategies comparison (Q2464246) (← links)
Interest rate options valuation under incomplete information (Q2480219) (← links)
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
A fair pricing approach to weather derivatives (Q2575439) (← links)
A benchmark approach to filtering in finance (Q2575441) (← links)
Probing option prices for information (Q2642481) (← links)
Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
On the complete model with stochastic volatility by Hobson and Rogers (Q3024615) (← links)
ON THE ASYMPTOTICS OF FAST MEAN-REVERSION STOCHASTIC VOLATILITY MODELS (Q3502980) (← links)
OPTION PRICING FOR INCOMPLETE MARKETS VIA STOCHASTIC OPTIMIZATION: TRANSACTION COSTS, ADAPTIVE CONTROL AND FORECAST (Q3523568) (← links)
Variance-Optimal Hedging in General Affine Stochastic Volatility Models (Q3566394) (← links)
Option Pricing in the Presence of Uncertainty (Q3594255) (← links)
Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
(Q4376107) (← links)
(Q4407581) (← links)
Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543) (← links)
Stochastic volatility, smile & asymptotics (Q4541571) (← links)
Multigrid for American option pricing with stochastic volatility (Q4541576) (← links)
Passport options with stochastic volatility (Q4541603) (← links)
A variance reduction technique based on integral representations (Q4646798) (← links)
On the minimal martingale measure and the möllmer-schweizer decomposition (Q4859232) (← links)
Approximate Hedging with Constant Proportional Transaction Costs in Financial Markets with Jumps (Q5120710) (← links)
OPTIMAL CONTINUOUS‐TIME HEDGING WITH LEPTOKURTIC RETURNS (Q5422628) (← links)
A Stochastic Volatility Alternative to SABR (Q5504162) (← links)
Stability of weak numerical schemes for stochastic differential equations (Q5906613) (← links)
Stability of weak numerical schemes for stochastic differential equations (Q5917688) (← links)
An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis (Q5938035) (← links)