The following pages link to CALIBRATED OPTION BOUNDS (Q4675929):
Displaying 14 items.
- On the upper bound of a call option (Q812138) (← links)
- Evaluation of insurance products with guarantee in incomplete markets (Q939370) (← links)
- Pricing and hedging GDP-linked bonds in incomplete markets (Q1657210) (← links)
- Incorporating statistical model error into the calculation of acceptability prices of contingent claims (Q1739048) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- Measures of model uncertainty and calibrated option bounds (Q3625231) (← links)
- PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- On optimal partial hedging in discrete markets (Q5746723) (← links)
- Calibrated American option pricing by stochastic linear programming (Q5746725) (← links)
- Pricing and hedging contingent claims by entropy segmentation and Fenchel duality (Q6643667) (← links)