Pages that link to "Item:Q1601918"
From MaRDI portal
The following pages link to Uncertain volatility models -- theory and application (Q1601918):
Displayed 3 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837) (← links)