• <b>Introduction
  • A Pricing Model with Uncertain Correlation</b>
  • A Worst-Case Pricing Equation
  • Misspecification
  • <b>Implementing the Model</b>
  • A Numerical Approach: The Collocation Finite Element Method
  • Estimating the Data
  • <b>Applications of the Model</b>
  • Capped Calls on Baskets
  • Options on the Maximum or the Minimum of Two Risky Assets
  • Two-Asset Barrier Options
  • Basket Options
  • <b>Conclusions and Outlook
  • Bibliography</b>