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robust pricing
Option pricing theory
7
Optionspreistheorie
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Robust statistics
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Robustes Verfahren
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Hedging
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Martingal
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Martingale
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Martingale optimal transport
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Mathematische Optimierung
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pricing
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value of data
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Allouah, Amine
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Bahamou, Achraf
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Besbes, Omar
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International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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Optimal pricing with a single point
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Management science : journal of the Institute for …
69
(
2023
)
10
,
pp. 5866-5882
Persistent link: https://www.econbiz.de/10014393036
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2
Pricing with samples
Allouah, Amine
;
Bahamou, Achraf
;
Besbes, Omar
- In:
Operations research
70
(
2022
)
2
,
pp. 1088-1104
Persistent link: https://www.econbiz.de/10013365842
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3
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
Saved in:
4
Buy-and hold property for fully incomplete markets when super-replicating Markovian claims
Neufeld, Ariel
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011971005
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