Pages that link to "Item:Q4541566"
From MaRDI portal
The following pages link to Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options (Q4541566):
Displayed 8 items.
- Hedging with small uncertainty aversion (Q503389) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- WORST-CASE SCENARIOS FOR AMERICAN OPTIONS (Q3523541) (← links)
- THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)