Pages that link to "Item:Q4216106"
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The following pages link to Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits (Q4216106):
Displayed 9 items.
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- UNDERSTANDING BID-ASK SPREADS OF DERIVATIVES UNDER UNCERTAIN VOLATILITY AND TRANSACTION COSTS (Q3523582) (← links)
- ON THE CONSISTENCY OF THE DETERMINISTIC LOCAL VOLATILITY FUNCTION MODEL ('IMPLIED TREE') (Q3523587) (← links)
- RENORMALIZATION OF BLACK-SCHOLES EQUATION FOR STOCHASTICALLY FLUCTUATING INTEREST RATE (Q3523592) (← links)
- A maximum likelihood approach to volatility estimation for a Brownian motion using high, low and close price data (Q4647284) (← links)
- Computation of the effects of uncertainty in volatility on option pricing and hedging (Q4903549) (← links)
- (Q5043261) (← links)
- Robust deep hedging (Q5092659) (← links)