Pages that link to "Item:Q5212058"
From MaRDI portal
The following pages link to Tightening robust price bounds for exotic derivatives (Q5212058):
Displaying 9 items.
- ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS (Q3304200) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Robust deep hedging (Q5092659) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Improved robust price bounds for multi-asset derivatives under market-implied dependence information (Q6619585) (← links)