Pages that link to "Item:Q4213035"
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The following pages link to Robustness of the Black and Scholes Formula (Q4213035):
Displaying 50 items.
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- The weighted reverse Poincaré-type estimates for the difference of two convex vectors (Q308083) (← links)
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Kriging of financial term-structures (Q323575) (← links)
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Efficient discretization of stochastic integrals (Q471177) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Hedging with small uncertainty aversion (Q503389) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Bubbles, convexity and the Black-Scholes equation (Q835063) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Exact volatility calibration based on a Dupire-type call-put duality for perpetual American options (Q841614) (← links)
- Comparison of option prices in semimartingale models (Q854274) (← links)
- On the value of optimal stopping games (Q862220) (← links)
- Convexity preserving jump-diffusion models for option pricing (Q874977) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs (Q898553) (← links)
- Convexity theory for the term structure equation (Q928497) (← links)
- The weighted square integral inequalities for the first derivative of the function of a real variable (Q949004) (← links)
- Wicksellian theory of forest rotation under interest rate variability (Q953760) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Dynamic hedging of synthetic CDO tranches with spread risk and default contagion (Q964581) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Volatility time and properties of option prices (Q1425480) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- It only takes a few moments to hedge options (Q1734554) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus (Q2072146) (← links)
- \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- Monotone convex order for the McKean-Vlasov processes (Q2169075) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Assessing contaminated land cleanup costs and strategies (Q2284568) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Comparison results for stochastic volatility models via coupling (Q2430255) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
