Pages that link to "Item:Q2430256"

The following pages link to Hedging variance options on continuous semimartingales (Q2430256):

Displaying 29 items.

• Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
• Model-independent bounds for option prices -- a mass transport approach (Q354188) (← links)
• A model-free no-arbitrage price bound for variance options (Q373003) (← links)
• Martingale optimal transport and robust hedging in continuous time (Q466902) (← links)
• Robust hedging with proportional transaction costs (Q468414) (← links)
• Robust price bounds for the forward starting straddle (Q486935) (← links)
• Martingale optimal transport in the Skorokhod space (Q492958) (← links)
• Model uncertainty and the pricing of American options (Q503400) (← links)
• Robust bounds for the American put (Q1739057) (← links)
• Root's barrier: construction, optimality and applications to variance options (Q1950255) (← links)
• Volatility swaps and volatility options on discretely sampled realized variance (Q1991924) (← links)
• Quadratic variation, models, applications and lessons (Q2170296) (← links)
• The term structure of equity and variance risk premia (Q2224879) (← links)
• Finite, integrable and bounded time embeddings for diffusions (Q2348736) (← links)
• Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
• Model uncertainty, recalibration, and the emergence of delta-vega hedging (Q2412385) (← links)
• BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS (Q2788692) (← links)
• MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS (Q2800003) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options (Q4579824) (← links)
• Analysis of VIX Markets with a Time-Spread Portfolio (Q4585683) (← links)
• Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279) (← links)
• An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
• On the continuity of the root barrier (Q5081540) (← links)
• Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate (Q5225364) (← links)
• PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE (Q5370796) (← links)
• (Q5886723) (← links)
• Super‐replication with transaction costs under model uncertainty for continuous processes (Q6054434) (← links)
• Valuing of timer path-dependent options (Q6089609) (← links)