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Robustness of the Black and Scholes Formula

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Cited by

2003Pricing and Hedging Spread Options338 cited
2006MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS338 cited
1997

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Contingent Claims and Market Completeness in a Stochastic Volatility Model

225 cited

2010The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices224 cited

1997Optional decomposition and Lagrange multipliers149 cited

1998Perfect option hedging for a large trader145 cited

1998Volatility misspecification, option pricing and superreplication via coupling136 cited

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