Pages that link to "Item:Q2802662"
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The following pages link to On the American option-pricing model with an uncertain volatility (Q2802662):
Displaying 7 items.
- Model uncertainty and the pricing of American options (Q503400) (← links)
- Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
- A computational scheme for uncertain volatility model in option pricing (Q1030664) (← links)
- European option pricing under multifactor uncertain volatility model (Q2153662) (← links)
- Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility (Q2375368) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Valuation of American Call Option Considering Uncertain Volatility (Q4919262) (← links)