Pages that link to "Item:Q488211"

The following pages link to A closed-form solution for options with ambiguity about stochastic volatility (Q488211):

Displayed 6 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)