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Year of publication
Subject
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Option pricing theory 9 Optionspreistheorie 9 Robust statistics 7 Robustes Verfahren 7 Theorie 7 Theory 7 Preismanagement 6 Pricing strategy 6 robust pricing 6 Hedging 5 Martingal 5 Martingale 5 Robust pricing 5 Martingale optimal transport 4 Robust pricing and hedging 4 Mathematical programming 3 Mathematische Optimierung 3 Volatility 3 Volatilität 3 Arbitrage 2 Arbitrage Pricing 2 Arbitrage pricing 2 CAPM 2 Decision under uncertainty 2 Entscheidung unter Unsicherheit 2 Incomplete market 2 Markov chain 2 Markov-Kette 2 Model-independent arbitrage 2 Portfolio selection 2 Portfolio-Management 2 Pricing-hedging duality 2 Stochastic process 2 Stochastischer Prozess 2 Superhedging 2 Unvollkommener Markt 2 pricing 2 quadratic variation 2 robust pricing and hedging 2 value of data 2
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Online availability
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Undetermined 14 Free 4
Type of publication
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Article 17 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16
Language
All
English 16 Undetermined 2
Author
All
Obłój, Jan 4 Allouah, Amine 2 Bahamou, Achraf 2 Besbes, Omar 2 Hou, Zhaoxu 2 Lorig, Matthew 2 Acciaio, Beatrice 1 Backhoff-Veraguas, Julio 1 Bai, Lihui 1 Carr, Peter 1 Cox, Alexander 1 Cox, Alexander M. G. 1 Eckstein, Stephan 1 Gong, Aibo 1 Henry-Labordere, Pierre 1 Ke, Shaowei 1 Kim, Kyungmin 1 Kos, Nenad 1 Kupper, Michael 1 LIn, Jimin 1 Lee, Roger 1 Neufeld, Ariel 1 Obloj, Jan 1 Pammer, Gudmund 1 Pasiliao, Eduardo L. 1 Qin, Zihan 1 Qiu, Yawen 1 Sester, Julian 1 Shen, Rui 1 Spoida, Peter 1 Touzi, Nizar 1 Wang, Shixin 1 Wiesel, Johannes 1 Yun, Guanxiang 1 Zheng, Qipeng P. 1 Zhu, Yuanguo 1
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Institution
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HAL 1
Published in...
All
Finance and stochastics 3 Applied mathematical finance 2 International journal of theoretical and applied finance 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 European journal of operational research : EJOR 1 Finance and Stochastics 1 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 1 Journal of economic theory 1 Journal of economic theory : JET 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Operations research 1 Quantitative finance 1 Working Papers / HAL 1
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Source
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ECONIS (ZBW) 16 RePEc 2
Showing 1 - 10 of 18
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Robust product design and pricing
Kim, Kyungmin; Kos, Nenad - In: Journal of economic theory : JET 231 (2026), pp. 1-15
Persistent link: https://www.econbiz.de/10015578336
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Quantitative fundamental theorem of asset pricing
Acciaio, Beatrice; Backhoff-Veraguas, Julio; Pammer, Gudmund - In: Mathematical finance : an international journal of … 35 (2025) 3, pp. 636-660
Persistent link: https://www.econbiz.de/10015460602
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The power of simple menus in robust selling mechanisms
Wang, Shixin - In: Management science : journal of the Institute for … 71 (2025) 6, pp. 5268-5287
Persistent link: https://www.econbiz.de/10015446785
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Distribution-free pricing under uncertain circumstance
Qin, Zihan; Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 24 (2025) 2, pp. 293-316
Persistent link: https://www.econbiz.de/10015437615
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Robust pricing for demand response under bounded rationality in residential electricity distribution
Yun, Guanxiang; Zheng, Qipeng P.; Bai, Lihui; Pasiliao, … - In: European journal of operational research : EJOR 324 (2025) 2, pp. 654-668
Persistent link: https://www.econbiz.de/10015433128
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A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan; Wiesel, Johannes - In: Finance and stochastics 25 (2021) 3, pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
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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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Robust pricing under strategic trading
Gong, Aibo; Ke, Shaowei; Qiu, Yawen; Shen, Rui - In: Journal of economic theory 199 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013193332
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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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Martingale transport with homogeneous stock movements
Eckstein, Stephan; Kupper, Michael - In: Quantitative finance 21 (2021) 2, pp. 271-280
Persistent link: https://www.econbiz.de/10012424589
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