scientific article; zbMATH DE number 5287151
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Publication:3504635
zbMATH Open1211.91129MaRDI QIDQ3504635FDOQ3504635
Publication date: 11 June 2008
Title of this publication is not available (Why is that?)
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Cited In (8)
- Implications of parameter uncertainty on option prices
- Robust pricing and hedging of double no-touch options
- A conditional version of the second fundamental theorem of asset pricing in discrete time
- Arbitrage and duality in nondominated discrete-time models
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
- Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting
- Additive portfolio improvement and utility-efficient payoffs
- Parametric Estimation of Risk Neutral Density Functions
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