Pages that link to "Item:Q1296625"
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The following pages link to Volatility misspecification, option pricing and superreplication via coupling (Q1296625):
Displaying 5 items.
- Volatility Risk For Regime-Switching Models (Q5716001) (← links)
- On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models (Q5938030) (← 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)
- Faking Brownian motion with continuous Markov martingales (Q6181521) (← links)
