Volatility misspecification, option pricing and superreplication via coupling (Q1296625): Difference between revisions

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+Optimal hedging strategies for misspecified asset price models
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+On the theory of option pricing
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+Robustness of the Black and Scholes Formula
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+Bounds on European Option Prices under Stochastic Volatility
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+Market Volatility and Feedback Effects from Dynamic Hedging
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+Robust hedging of the lookback option
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+On the pricing of American options
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+Optimization Problems in the Theory of Continuous Trading
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+The pricing of the American option
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