The following pages link to Robust option pricing (Q297417):
Displaying 13 items.
- A practical finite difference method for the three-dimensional Black-Scholes equation (Q322864) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Robust strategic bidding in auction-based markets (Q1991246) (← links)
- General multilevel Monte Carlo methods for pricing discretely monitored Asian options (Q2023956) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Consensus of large-scale group decision making in social network: the minimum cost model based on robust optimization (Q2056346) (← links)
- Robust Inventory Management: An Optimal Control Approach (Q4969335) (← links)
- Quantifying Distributional Model Risk via Optimal Transport (Q5219730) (← links)
- Optimal Design for Multi-Item Auctions: A Robust Optimization Approach (Q5247609) (← links)
- Principal component analysis and optimal portfolio (Q6187960) (← links)
