Pages that link to "Item:Q1431433"
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The following pages link to Financial options and statistical prediction intervals (Q1431433):
Displaying 15 items.
- Robust pricing and hedging under trading restrictions and the emergence of local martingale models (Q309166) (← links)
- Implied and realized volatility: empirical model selection (Q470518) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Statistical options: crash resistant financial contracts based on robust estimation (Q871038) (← links)
- Robust pricing-hedging dualities in continuous time (Q1650938) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Transport plans with domain constraints (Q2045149) (← links)
- A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- ROBUST TRADING OF IMPLIED SKEW (Q2976126) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
