Matches in SemOpenAlex for { <https://semopenalex.org/work/W1896265512> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W1896265512 abstract "We extend and generalize some results on bounding security prices under several stochastic volatility models that provide closed-form expressions for option prices. In detail, we have computed analytical expressions for benchmark and standard good-deal bounds. For all the models, our findings show that our benchmark results show much tighter bounds. Moreover, an extensive sensitivity analysis is carried out. Finally, Greeks for bounds provide us strong practical applications taking into account the relevance of pricing and hedging strategies for financial institutions." @default.
- W1896265512 created "2016-06-24" @default.
- W1896265512 creator A5014176696 @default.
- W1896265512 creator A5073102049 @default.
- W1896265512 date "2010-01-01" @default.
- W1896265512 modified "2023-09-25" @default.
- W1896265512 title "Bounding Security Prices in Incomplete Markets - Does Stochastic Volatility Matter?" @default.
- W1896265512 cites W1926706674 @default.
- W1896265512 cites W2036636216 @default.
- W1896265512 cites W2042364556 @default.
- W1896265512 cites W2064978316 @default.
- W1896265512 cites W2077791698 @default.
- W1896265512 cites W2094206697 @default.
- W1896265512 cites W2114309779 @default.
- W1896265512 cites W2163191305 @default.
- W1896265512 cites W3021444882 @default.
- W1896265512 cites W3122955062 @default.
- W1896265512 cites W3123979826 @default.
- W1896265512 cites W3125360998 @default.
- W1896265512 cites W3125505968 @default.
- W1896265512 doi "https://doi.org/10.2139/ssrn.1715137" @default.
- W1896265512 hasPublicationYear "2010" @default.
- W1896265512 type Work @default.
- W1896265512 sameAs 1896265512 @default.
- W1896265512 citedByCount "1" @default.
- W1896265512 countsByYear W18962655122013 @default.
- W1896265512 crossrefType "journal-article" @default.
- W1896265512 hasAuthorship W1896265512A5014176696 @default.
- W1896265512 hasAuthorship W1896265512A5073102049 @default.
- W1896265512 hasConcept C10138342 @default.
- W1896265512 hasConcept C106159729 @default.
- W1896265512 hasConcept C13280743 @default.
- W1896265512 hasConcept C149782125 @default.
- W1896265512 hasConcept C154945302 @default.
- W1896265512 hasConcept C162324750 @default.
- W1896265512 hasConcept C182767506 @default.
- W1896265512 hasConcept C185798385 @default.
- W1896265512 hasConcept C19244329 @default.
- W1896265512 hasConcept C205649164 @default.
- W1896265512 hasConcept C41008148 @default.
- W1896265512 hasConcept C63584917 @default.
- W1896265512 hasConcept C85393063 @default.
- W1896265512 hasConcept C91602232 @default.
- W1896265512 hasConceptScore W1896265512C10138342 @default.
- W1896265512 hasConceptScore W1896265512C106159729 @default.
- W1896265512 hasConceptScore W1896265512C13280743 @default.
- W1896265512 hasConceptScore W1896265512C149782125 @default.
- W1896265512 hasConceptScore W1896265512C154945302 @default.
- W1896265512 hasConceptScore W1896265512C162324750 @default.
- W1896265512 hasConceptScore W1896265512C182767506 @default.
- W1896265512 hasConceptScore W1896265512C185798385 @default.
- W1896265512 hasConceptScore W1896265512C19244329 @default.
- W1896265512 hasConceptScore W1896265512C205649164 @default.
- W1896265512 hasConceptScore W1896265512C41008148 @default.
- W1896265512 hasConceptScore W1896265512C63584917 @default.
- W1896265512 hasConceptScore W1896265512C85393063 @default.
- W1896265512 hasConceptScore W1896265512C91602232 @default.
- W1896265512 hasLocation W18962655121 @default.
- W1896265512 hasOpenAccess W1896265512 @default.
- W1896265512 hasPrimaryLocation W18962655121 @default.
- W1896265512 hasRelatedWork W1528205212 @default.
- W1896265512 hasRelatedWork W1559194935 @default.
- W1896265512 hasRelatedWork W1982030118 @default.
- W1896265512 hasRelatedWork W2019919646 @default.
- W1896265512 hasRelatedWork W2171077583 @default.
- W1896265512 hasRelatedWork W2189547226 @default.
- W1896265512 hasRelatedWork W2281565324 @default.
- W1896265512 hasRelatedWork W2291262052 @default.
- W1896265512 hasRelatedWork W2906914066 @default.
- W1896265512 hasRelatedWork W2970222962 @default.
- W1896265512 hasRelatedWork W3021993796 @default.
- W1896265512 hasRelatedWork W3121878286 @default.
- W1896265512 hasRelatedWork W3122190797 @default.
- W1896265512 hasRelatedWork W3122865049 @default.
- W1896265512 hasRelatedWork W3124430913 @default.
- W1896265512 hasRelatedWork W3124437785 @default.
- W1896265512 hasRelatedWork W3125897111 @default.
- W1896265512 hasRelatedWork W3125913908 @default.
- W1896265512 hasRelatedWork W3151912317 @default.
- W1896265512 hasRelatedWork W3173963499 @default.
- W1896265512 isParatext "false" @default.
- W1896265512 isRetracted "false" @default.
- W1896265512 magId "1896265512" @default.
- W1896265512 workType "article" @default.