SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.2009.00391.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2059131875
@@ Property / OpenAlex ID: W2059131875 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Relation Between Option and Stock Prices: A Convex Optimization Approach
+Normal rank
@@ Property / cites work @@
+Robust Hedging of Barrier Options
@@ Property / cites work: Robust Hedging of Barrier Options / rank @@
+Normal rank
@@ Property / cites work @@
+Static arbitrage bounds on basket option prices
@@ Property / cites work: Static arbitrage bounds on basket option prices / rank @@
+Normal rank
@@ Property / cites work @@
+THE RANGE OF TRADED OPTION PRICES
@@ Property / cites work: THE RANGE OF TRADED OPTION PRICES / rank @@
+Normal rank
@@ Property / cites work @@
+Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm
+Normal rank
@@ Property / cites work @@
+Robust hedging of the lookback option
@@ Property / cites work: Robust hedging of the lookback option / rank @@
+Normal rank
@@ Property / cites work @@
+Static-arbitrage optimal subreplicating strategies for basket options
+Normal rank
@@ Property / cites work @@
+Static-arbitrage upper bounds for the prices of basket options
+Normal rank
@@ Property / cites work @@
+Sharp Upper and Lower Bounds for Basket Options
@@ Property / cites work: Sharp Upper and Lower Bounds for Basket Options / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5190053