Pages that link to "Item:Q2725581"
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The following pages link to Building a consistent pricing model from observed option prices (Q2725581):
Displaying 5 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- SDP relaxation of arbitrage pricing bounds based on option prices and moments (Q848736) (← links)
- Local volatility dynamic models (Q2271723) (← links)
- Static arbitrage bounds on basket option prices (Q2492673) (← links)
- Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)