The following pages link to Robust One-Period Option Hedging (Q3392043):
Displaying 9 items.
- Robust portfolio selection involving options under a ``marginal+joint'' ellipsoidal uncertainty set (Q425328) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Developing a multi-period robust optimization model considering American style options (Q889540) (← links)
- Robust optimization - a comprehensive survey (Q1033240) (← links)
- Recent advancements in robust optimization for investment management (Q1621905) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Robust portfolio asset allocation and risk measures (Q5919995) (← links)
