Pages that link to "Item:Q475663"
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The following pages link to On an optimization problem related to static super-replicating strategies (Q475663):
Displaying 6 items.
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- General closed-form basket option pricing bounds (Q5001150) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
