Pages that link to "Item:Q1584194"
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The following pages link to Superreplication in stochastic volatility models and optimal stopping (Q1584194):
Displaying 9 items.
- Hedging with small uncertainty aversion (Q503389) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
- A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (Q2443194) (← links)
- BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
- Exact Superreplication Strategies for a Class of Derivative Assets (Q5489327) (← links)
