Pages that link to "Item:Q4213035"
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The following pages link to Robustness of the Black and Scholes Formula (Q4213035):
Displayed 12 items.
- MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261) (← links)
- MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions (Q5696867) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- Adoption of uncertain multi-stage technology projects: a real options approach (Q5931984) (← links)
- On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030) (← links)
- Option pricing models without probability: a rough paths approach (Q6054388) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)