Pages that link to "Item:Q5487837"
From MaRDI portal
The following pages link to THE BLACK SCHOLES BARENBLATT EQUATION FOR OPTIONS WITH UNCERTAIN VOLATILITY AND ITS APPLICATION TO STATIC HEDGING (Q5487837):
Displayed 6 items.
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Analysis of fractals, image compression, entropy encoding, Karhunen-Loève transforms (Q844260) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- On the American option-pricing model with an uncertain volatility (Q2802662) (← links)
- Models with Uncertain Volatility (Q6153044) (← links)