Pages that link to "Item:Q5879358"
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The following pages link to Valuation of European Options Under an Uncertain Market Price of Volatility Risk (Q5879358):
Displaying 12 items.
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- Valuation of European option under uncertain volatility model (Q1800249) (← links)
- Implications of parameter uncertainty on option prices (Q1958422) (← links)
- The price of COVID-19-induced uncertainty in the options market (Q2126172) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Uncertainty quantification and Heston model (Q2311188) (← links)
- Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting) (Q2693012) (← links)
- Bounds on European option prices under stochastic volatility (Q2757296) (← links)
- (Q2987613) (← links)
- (Q2994457) (← links)
- (Q3501474) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)