The following pages link to Distribution-free option pricing (Q995496):
Displaying 25 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- Minimum option prices under decreasing absolute risk aversion (Q375481) (← links)
- Equilibrium preference free pricing of derivatives under the generalized beta distributions (Q541594) (← links)
- Option pricing bounds and the elasticity of the pricing kernel (Q704004) (← links)
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- Optimal retention for a stop-loss reinsurance with incomplete information (Q896205) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- A note on the joint distribution of \(\alpha, \beta \)-percentiles and its application to the option pricing (Q1000526) (← links)
- Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
- Third-order extensions of Lo's semiparametric bound for European call options (Q1026788) (← links)
- On distribution-free safe layer-additive pricing (Q1265936) (← links)
- The simulation of option prices with application to LIFFE options on futures (Q1296350) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Additive logistic processes in option pricing (Q2238772) (← links)
- Bounding the values of financial derivatives by the use of the moment problem (Q2241580) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Computing bounds on the expected payoff of Alternative Risk Transfer products (Q2445341) (← links)
- Two-dimensional risk-neutral valuation relationships for the pricing of options (Q2466421) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- The Statistical Properties of the Black–Scholes Option Price (Q4354433) (← links)
- Moment Problem and Its Applications to Risk Assessment (Q5379219) (← links)
- Option pricing generators (Q6134133) (← links)
- Variance Bounds for Functions of Unimodal Random Variable (Q6169373) (← links)
