Pages that link to "Item:Q1397041"
From MaRDI portal
The following pages link to Superreplication of European multiasset derivatives with bounded stochastic volatility (Q1397041):
Displaying 7 items.
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Optimal control of martingales in a radially symmetric environment (Q2698480) (← links)
- Superreplication of Options on Several Underlying Assets (Q5312838) (← links)
- A uniform asymptotic expansion for stochastic volatility model in pricing multi‐asset European options (Q5414507) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)