Pages that link to "Item:Q596915"
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The following pages link to Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915):
Displaying 3 items.
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- AN INVITATION TO MARKET-BASED OPTION PRICING AND ITS APPLICATIONS(<Special Issue>the 50th Anniversary of the Operations Research Society of Japan) (Q5385048) (← links)