Pages that link to "Item:Q3165500"

The following pages link to A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011) (Q3165500):

Displaying 17 items.

• Flipping of multivariate aggregation functions (Q279432) (← links)
• VaR bounds for joint portfolios with dependence constraints (Q727669) (← links)
• Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance (Q1704147) (← links)
• Risk aggregation with dependence uncertainty (Q2015478) (← links)
• Partial identification of latent correlations with binary data (Q2065261) (← links)
• A hitchhiker's guide to quasi-copulas (Q2219337) (← links)
• Solution to an open problem about a transformation on the space of copulas (Q2351194) (← links)
• The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions (Q2374514) (← links)
• Copulas with given values on the tails (Q2409098) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719) (← links)
• Detection of arbitrage opportunities in multi-asset derivatives markets (Q2667758) (← links)
• Risk Bounds and Partial Dependence Information (Q4609025) (← links)
• Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
• Optimal portfolios under worst-case scenarios (Q5245025) (← links)
• Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence (Q5417589) (← links)
• Multivariate copulas with given values at two arbitrary points (Q6201374) (← links)