Pages that link to "Item:Q4987713"
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The following pages link to Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713):
Displaying 16 items.
- Robust pricing and hedging of double no-touch options (Q483935) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
- Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512) (← links)
- (Q4718251) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Robust deep hedging (Q5092659) (← links)
- Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470) (← links)
- Geometry of vectorial martingale optimal transportations and duality (Q6120844) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
- A multi-marginal c-convex duality theorem for martingale optimal transport (Q6569444) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)
- Neural networks can detect model-free static arbitrage strategies (Q6622697) (← links)
