Pages that link to "Item:Q5014195"
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The following pages link to A functional analysis approach to the static replication of European options (Q5014195):
Displaying 6 items.
- On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution (Q2672147) (← links)
- Static replication of barrier-type options via integral equations (Q4991074) (← links)
- Static replication of European standard dispersion options (Q5079371) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
- On certain representations of pricing functionals (Q6536771) (← links)