The following pages link to (Q5462175):
Displaying 6 items.
- On distributional robust probability functions and their computations (Q297175) (← links)
- A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets (Q665717) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Duality in option pricing based on prices of other derivatives (Q2643789) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)