Pages that link to "Item:Q1026788"
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The following pages link to Third-order extensions of Lo's semiparametric bound for European call options (Q1026788):
Displayed 8 items.
- On the relationship between the discrete and continuous bounding moment problems and their numerical solutions (Q271981) (← links)
- Semiparametric bounds of mean and variance for exotic options (Q1042983) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Computing best bounds for nonlinear risk measures with partial information (Q2442516) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
- On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor (Q5031607) (← links)