Pages that link to "Item:Q1039658"
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The following pages link to A general framework for the derivation of asset price bounds: An application to stochastic volatility option models (Q1039658):
Displaying 6 items.
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Good-deal option price bounds for a non-traded event with stochastic return: a note (Q2431778) (← links)
- (Q3076275) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)