Pages that link to "Item:Q5198955"
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The following pages link to OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955):
Displaying 4 items.
- On the implied market price of risk under the stochastic numéraire (Q1648909) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Smile from the past: a general option pricing framework with multiple volatility and leverage components (Q2347728) (← links)
- Asset pricing with stochastic volatility (Q5929887) (← links)