Pages that link to "Item:Q5926470"
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The following pages link to Robustness of the Black-Scholes approach in the case of options on several assets (Q5926470):
Displaying 8 items.
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Option pricing on multiple assets (Q852003) (← links)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- (Q5257512) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)
- A VALUATION FORMULA FOR MULTI-ASSET, MULTI-PERIOD BINARIES IN A BLACK–SCHOLES ECONOMY (Q5851001) (← links)
