The following pages link to The interpolation of options (Q1424718):
Displaying 7 items.
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Discretization error of stochastic integrals (Q640062) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
