Pages that link to "Item:Q3014980"

The following pages link to Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options (Q3014980):

Displaying 37 items.

• Flipping of multivariate aggregation functions (Q279432) (← links)
• Optimal bounds for integrals with respect to copulas and applications (Q398667) (← links)
• Best-possible bounds on the set of copulas with given degree of non-exchangeability (Q489032) (← links)
• Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
• Computing lower bounds on basket option prices by discretizing semi-infinite linear programming (Q518129) (← links)
• Measuring exposure to dependence risk with random Bernstein copula scenarios (Q723986) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Extremal Lipschitz continuous aggregation functions with a given diagonal section (Q1795218) (← links)
• Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations (Q1994045) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• Partial identification of latent correlations with binary data (Q2065261) (← links)
• Curved splicing of copulas (Q2127036) (← links)
• A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
• Zero-sets of copulas (Q2219345) (← links)
• On minimal copulas under the concordance order (Q2302826) (← links)
• On the degree of asymmetry of a quasi-copula with respect to a curve (Q2328793) (← links)
• Solution to an open problem about a transformation on the space of copulas (Q2351194) (← links)
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions (Q2374514) (← links)
• Copulas with given values on the tails (Q2409098) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
• How to Prove Sklar’s Theorem (Q2864239) (← links)
• A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
• BOUNDING WRONG‐WAY RISK IN CVA CALCULATION (Q4635042) (← links)
• Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
• Optimal portfolios under worst-case scenarios (Q5245025) (← links)
• Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
• Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
• Partial identification of average treatment effects on the treated through difference-in-differences (Q5864663) (← links)
• (Q6040908) (← links)
• Best-possible bounds on the set of copulas with a given value of Spearman's footrule (Q6057895) (← links)
• A generalization of quasi-homogenous copulas (Q6079393) (← links)
• On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
• Partial identification of latent correlations with ordinal data (Q6160319) (← links)
• Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)