Pages that link to "Item:Q4541577"
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The following pages link to Optimal hedging strategies for misspecified asset price models (Q4541577):
Displayed 5 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL (Q2892982) (← links)