Pages that link to "Item:Q3625231"
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The following pages link to Measures of model uncertainty and calibrated option bounds (Q3625231):
Displaying 11 items.
- The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Efficient option risk measurement with reduced model risk (Q506084) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Assessment and propagation of input uncertainty in tree-based option pricing models (Q3077471) (← links)
- Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
