Pages that link to "Item:Q4339382"
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The following pages link to A Robust Control Framework for Option Pricing (Q4339382):
Displaying 7 items.
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- A linear matrix inequality approach for robust control of systems with delayed states (Q1577767) (← links)
- PRICING OF RAINBOW OPTIONS: GAME THEORETIC APPROACH (Q3502817) (← links)
- (Q4909834) (← links)
- (Q4981562) (← links)
- Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)