Pages that link to "Item:Q5455261"

The following pages link to MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (Q5455261):

Displaying 50 items.

• Uncertainty and inside information (Q261231) (← links)
• Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
• An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
• Kriging of financial term-structures (Q323575) (← links)
• Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
• Capturing parameter risk with convex risk measures (Q362040) (← links)
• Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
• Confidence sets in nonparametric calibration of exponential Lévy models (Q457186) (← links)
• Bounds on total economic capital: the DNB case study (Q482086) (← links)
• Robust pricing and hedging of double no-touch options (Q483935) (← links)
• Hedging with small uncertainty aversion (Q503389) (← links)
• The worst case for real options (Q613589) (← links)
• Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
• An M-ary detection approach for asset allocation (Q660845) (← links)
• Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
• Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
• Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
• Path dependent volatility (Q940996) (← links)
• Testing volatility autocorrelation in the constant elasticity of variance stochastic volatility model (Q961412) (← links)
• Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
• Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
• Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
• Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Robust and Pareto optimality of insurance contracts (Q1683105) (← links)
• Partial super-hedging of derivatives with model risk (Q1684775) (← links)
• The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• It only takes a few moments to hedge options (Q1734554) (← links)
• Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
• Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
• Portfolio selection under model uncertainty: a penalized moment-based optimization approach (Q1955553) (← links)
• Implications of parameter uncertainty on option prices (Q1958422) (← links)
• Model-free CPPI (Q1994390) (← links)
• Understanding delta-hedged option returns in stochastic volatility environments (Q2013296) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Vulnerable options pricing under uncertain volatility model (Q2068116) (← links)
• Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
• Model risk in the over-the-counter market (Q2076856) (← links)
• Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
• A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
• On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
• Optimal risk exposure and dividend payout policies under model uncertainty (Q2234748) (← links)
• Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty (Q2295327) (← links)
• Affine processes under parameter uncertainty (Q2296126) (← links)
• Conditional submodular Choquet expected values and conditional coherent risk measures (Q2302766) (← links)
• Robust optimal investment and reinsurance of an insurer under jump-diffusion models (Q2327727) (← links)
• Reducing model risk via positive and negative dependence assumptions (Q2347092) (← links)