Uncertain volatility and the risk-free synthesis of derivatives (Q4994401): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/13504869500000007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2079233604 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic spanning without probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5822308 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semimartingales and Subharmonic Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robustness of the Black and Scholes Formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3909783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the regularity theory of fully nonlinear parabolic equations: I / rank
 
Normal rank

Latest revision as of 01:19, 26 July 2024

scientific article; zbMATH DE number 7360809
Language Label Description Also known as
English
Uncertain volatility and the risk-free synthesis of derivatives
scientific article; zbMATH DE number 7360809

    Statements

    Uncertain volatility and the risk-free synthesis of derivatives (English)
    0 references
    0 references
    18 June 2021
    0 references
    0 references
    volatility
    0 references
    derivative contract
    0 references
    random volatility
    0 references
    Pucci-Bellman equation
    0 references
    Black-Scholes formula
    0 references
    0 references