Pages that link to "Item:Q5411737"
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The following pages link to AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737):
Displayed 14 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- On the stability of the martingale optimal transport problem: a set-valued map approach (Q2244467) (← links)
- Computational methods for martingale optimal transport problems (Q2299581) (← links)
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Linking Vanillas and VIX Options: A Constrained Martingale Optimal Transport Problem (Q3456842) (← links)
- No-arbitrage bounds for the forward smile given marginals (Q4555138) (← links)
- Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics (Q4987713) (← links)
- Martingale transport with homogeneous stock movements (Q4991072) (← links)
- Robust statistical arbitrage strategies (Q4991081) (← links)
- Model-Free Price Bounds Under Dynamic Option Trading (Q5162858) (← links)
- On intermediate marginals in martingale optimal transportation (Q6146111) (← links)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)