Pages that link to "Item:Q2253520"
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The following pages link to Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520):
Displaying 8 items.
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Modeling and forecasting exchange rate volatility in time-frequency domain (Q322677) (← links)
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- A general framework for the derivation of asset price bounds: An application to stochastic volatility option models (Q1039658) (← links)
- The pricing kernel puzzle: survey and outlook (Q1669867) (← links)
- Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
