Pages that link to "Item:Q4994401"
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The following pages link to Uncertain volatility and the risk-free synthesis of derivatives (Q4994401):
Displayed 20 items.
- Robust Framework for Quantifying the Value of Information in Pricing and Hedging (Q5112530) (← links)
- The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
- Pathwise Dynamic Programming (Q5219679) (← links)
- On the Variable Two-Step IMEX BDF Method for Parabolic Integro-differential Equations with Nonsmooth Initial Data Arising in Finance (Q5232287) (← links)
- Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Robust utility maximization of terminal wealth with drift and volatility uncertainty (Q5860818) (← links)
- Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- A model‐free approach to continuous‐time finance (Q6054452) (← links)
- A Fourier analysis based new look at integration (Q6054715) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
- MODEL-FREE WEAK NO-ARBITRAGE AND SUPERHEDGING UNDER TRANSACTION COSTS BEYOND EFFICIENT FRICTION (Q6119771) (← links)
- Linear regression under model uncertainty (Q6149350) (← links)
- G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)