35 citations · 35 across the 1 of their papers we have counts for
3 papers
Unrecognized Sources of Uncertainties (USU) in Experimental Nuclear Data
R. Capote, S. Badikov, A. Carlson +8
Evaluated nuclear data uncertainties are often perceived as unrealistic, most often because they are thought to be too small. The impact of this issue in applied nuclear science ha…
Perturbation analysis of sub/super hedging problems
Sergey Badikov, Mark H. A. Davis, Antoine Jacquier
We investigate the links between various no-arbitrage conditions and the existence of pricing functionals in general markets, and prove the Fundamental Theorem of Asset Pricing the…
No-arbitrage bounds for the forward smile given marginals
Sergey Badikov, Antoine Jacquier, Daphne Qing Liu +1
We explore the robust replication of forward-start straddles given quoted (Call and Put options) market data. One approach to this problem classically follows semi-infinite linear…