scientific article; zbMATH DE number 5287151
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Publication:3504635
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(11)- Pricing functionals and pricing measures
- Implications of parameter uncertainty on option prices
- Parametric estimation of risk neutral density functions
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
- A conditional version of the second fundamental theorem of asset pricing in discrete time
- Arbitrage and duality in nondominated discrete-time models
- Robust pricing and hedging of double no-touch options
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
- An alternative axiomatic characterisation of pricing operators
- Additive portfolio improvement and utility-efficient payoffs
- Updating pricing rules
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