Measures of model uncertainty and calibrated option bounds (Q3625231): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / 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 @@
+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
+Normal rank
@@ Property / cites work @@
+A Definition of Uncertainty Aversion
@@ Property / cites work: A Definition of Uncertainty Aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty, risk-neutral measures and security price booms and crashes
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Duality and martingales: a stochastic programming perspective on contingent claims
+Normal rank
@@ Property / cites work @@
+CALIBRATED OPTION BOUNDS
@@ Property / cites work: CALIBRATED OPTION BOUNDS / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Measures and Robust Optimization Problems
@@ Property / cites work: Risk Measures and Robust Optimization Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Duality theory for optimal investments under model uncertainty
+Normal rank