OPTION PRICING VIA MAXIMIZATION OVER UNCERTAINTY AND CORRECTION OF VOLATILITY SMILE (Q5198955): Difference between revisions

@@ Property / author @@
-Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
-Normal rank
@@ Property / author @@
+Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Learning about Risk: Some Lessons from Insurance
@@ Property / cites work: Learning about Risk: Some Lessons from Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on European Option Prices under Stochastic Volatility
+Normal rank
@@ Property / cites work @@
+Q4226822
@@ Property / cites work: Q4226822 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic programming and mean-variance hedging
@@ Property / cites work: Dynamic programming and mean-variance hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for continuous processes: New proofs and examples
+Normal rank
@@ Property / cites work @@
+On \(L^2\)-projections on a space of stochastic integrals
+Normal rank
@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-variance hedging for general claims
@@ Property / cites work: Mean-variance hedging for general claims / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5198955