Pages that link to "Item:Q503400"
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The following pages link to Model uncertainty and the pricing of American options (Q503400):
Displaying 15 items.
- Option theory and modeling under uncertainty (Q1270595) (← links)
- Robust bounds for the American put (Q1739057) (← links)
- Valuation of American options in the presence of event risk (Q1776028) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Robust pricing and hedging around the globe (Q2299582) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
- Measures of model uncertainty and calibrated option bounds (Q3625231) (← links)
- Pricing American Options: A Duality Approach (Q3637422) (← links)
- No-Arbitrage and Hedging with Liquid American Options (Q5219726) (← links)
- SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY (Q5367496) (← links)
- UNCERTAINTY IN PRICING TRADABLE OPTIONS (Q5696844) (← links)
- On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)