Pages that link to "Item:Q1601918"

The following pages link to Uncertain volatility models -- theory and application (Q1601918):

Displaying 10 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
• Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• The pricing of options for securities markets with delayed response (Q2372448) (← links)
• On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
• Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities (Q2820186) (← links)
• THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837) (← links)
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
• Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)