The following pages link to (Q4802405):
Displaying 22 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Bounds for path-dependent options (Q902179) (← links)
- Convex bounds on multiplicative processes, with applications to pricing in incomplete markets (Q939332) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
- On the range of options prices (Q1367702) (← links)
- Translation invariant statistical experiments with independent increments (Q1656850) (← links)
- \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
- Forward equations for option prices in semimartingale models (Q2516772) (← links)
- Recurrence relations for price bounds of contingent claims in discrete time market models (Q2882763) (← links)
- Comparison results for GARCH processes (Q2923429) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Testing hypotheses for measures with different masses: Four optimization problems (Q3386935) (← links)
- The martingale comparison method for Markov processes (Q4964787) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)
- Expensive martingales (Q5484645) (← links)
