Pages that link to "Item:Q1296625"
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The following pages link to Volatility misspecification, option pricing and superreplication via coupling (Q1296625):
Displayed 23 items.
- Comparison of option prices in semimartingale models (Q854274) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- The weighted square integral inequalities for the first derivative of the function of a real variable (Q949004) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- Preservation of convexity of solutions to parabolic equations (Q1886305) (← links)
- Properties of American option prices (Q2485809) (← links)
- A comparison of option prices under different pricing measures in a stochastic volatility model with correlation (Q2490448) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
- Perpetual American put options in a level-dependent volatility model (Q4462704) (← links)
- The mean comparison theorem cannot be extended to the Poisson case (Q4660544) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS (Q5427661) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- 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)