Pages that link to "Item:Q488211"
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The following pages link to A closed-form solution for options with ambiguity about stochastic volatility (Q488211):
Displaying 7 items.
- Option pricing model with sentiment (Q315109) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A theoretical foundation of ambiguity measurement (Q2173084) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
