Pages that link to "Item:Q1584194"
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The following pages link to Superreplication in stochastic volatility models and optimal stopping (Q1584194):
Displayed 4 items.
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)