Pages that link to "Item:Q2412385"
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The following pages link to Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385):
Displaying 7 items.
- Hedging with small uncertainty aversion (Q503389) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Minimum variance hedging in a model with jumps at Poisson random times (Q5391387) (← links)
- Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance (Q6109914) (← links)
- Rational hedging with a diversity of implied volatilities (Q6643152) (← links)
