Pages that link to "Item:Q503389"
From MaRDI portal
The following pages link to Hedging with small uncertainty aversion (Q503389):
Displaying 10 items.
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Effects of uncertainty aversion on the call option market (Q944232) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Allais, Ellsberg, and preferences for hedging (Q4682762) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)