Pages that link to "Item:Q931201"

The following pages link to Static super-replicating strategies for a class of exotic options (Q931201):

Displaying 25 items.

• Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
• Model-independent superhedging under portfolio constraints (Q261914) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
• On an optimization problem related to static super-replicating strategies (Q475663) (← links)
• Approximate basket options valuation for a jump-diffusion model (Q659118) (← links)
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
• Pricing and hedging Asian basket spread options (Q848538) (← links)
• Bounds for Asian basket options (Q932705) (← links)
• Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Cross-hedging minimum return guarantees: basis and liquidity risks (Q1994419) (← links)
• A model-free approach to multivariate option pricing (Q2047036) (← links)
• Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
• ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515) (← links)
• FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
• General Lower Bounds for Arithmetic Asian Option Prices (Q3502206) (← links)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237) (← links)
• CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
• General closed-form basket option pricing bounds (Q5001150) (← links)
• Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
• American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
• Uncertainty Quantification of Derivative Instruments (Q5372104) (← links)
• BOUNDS ON MULTI-ASSET DERIVATIVES VIA NEURAL NETWORKS (Q5854317) (← links)
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)