Option bounds (Q4822458): Difference between revisions

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-Rustam Ibragimov
@@ Property / author: Rustam Ibragimov / rank @@
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+Rustam Ibragimov
@@ Property / author: Rustam Ibragimov / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W4230066959
@@ Property / OpenAlex ID: W4230066959 / rank @@
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@@ Property / cites work @@
+Q2710136
@@ Property / cites work: Q2710136 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Relation Between Option and Stock Prices: A Convex Optimization Approach
+Normal rank
@@ Property / cites work @@
+Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+REPRESENTING MARTINGALE MEASURES WHEN ASSET PRICES ARE CONTINUOUS AND BOUNDED
+Normal rank
@@ Property / cites work @@
+A probability inequality for linear combinations of bounded random variables
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@@ Property / cites work @@
+Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market
+Normal rank
@@ Property / cites work @@
+Q4221325
@@ Property / cites work: Q4221325 / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on European Option Prices under Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+On the Distribution of the Number of Successes in Independent Trials
+Normal rank
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+Upper bounds on stop-loss premiums in case of known moments up to the fourth order
+Normal rank
@@ Property / cites work @@
+Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets
+Normal rank
@@ Property / cites work @@
+A Note on the Boyle–Vorst Discrete‐Time Option Pricing Model with Transactions Costs
+Normal rank
@@ Property / cites work @@
+Q3244478
@@ Property / cites work: Q3244478 / rank @@
+Normal rank
@@ Property / cites work @@
+Inventory Theory
@@ Property / cites work: Inventory Theory / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4822458