Pages that link to "Item:Q5945848"
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The following pages link to Option pricing bounds with standard risk aversion preferences (Q5945848):
Displaying 7 items.
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- A variational approach for pricing options and corporate bounds (Q1367716) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Option pricing under residual risk and imperfect hedging (Q2338861) (← links)
- COMPUTING BOUNDS ON RISK-NEUTRAL DISTRIBUTIONS FROM THE OBSERVED PRICES OF CALL OPTIONS (Q3566767) (← links)
- Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512) (← links)
- Total positivity and relative convexity of option prices (Q6105375) (← links)