Pages that link to "Item:Q2516642"
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The following pages link to Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642):
Displaying 5 items.
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Asymmetric Choquet random walks and ambiguity aversion or seeking (Q1698987) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Financial optimization: optimization paradigms and financial planning under uncertainty (Q2516633) (← links)
