Pages that link to "Item:Q5312838"
From MaRDI portal
The following pages link to Superreplication of Options on Several Underlying Assets (Q5312838):
Displaying 8 items.
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507) (← links)
- MONOTONICITY IN THE VOLATILITY OF SINGLE-BARRIER OPTION PRICES (Q5487834) (← links)
- Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
