Pages that link to "Item:Q5487837"

The following pages link to THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837):

Displaying 11 items.

• The use of statistical tests to calibrate the Black-Scholes asset dynamics model applied to pricing options with uncertain volatility (Q428367) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
• Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms (Q844260) (← links)
• The Black-Scholes equation in stochastic volatility models (Q973979) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
• (Q3597731) (← links)
• Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
• Models with Uncertain Volatility (Q6153044) (← links)