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On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F22%3A10452006" target="_blank" >RIV/00216208:11320/22:10452006 - isvavai.cz</a>

  • Result on the web

    <a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=EC1XdGLd-p" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=EC1XdGLd-p</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.ejor.2022.01.048" target="_blank" >10.1016/j.ejor.2022.01.048</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution

  • Original language description

    A method is developed to determine the portfolio that maximizes the expected utility of an agent that trades the difference between a perceived future price distribution of an asset and the associated market implied risk neutral density. Exact results to construct and price such a portfolio are presented under the assumption that the underlying asset price evolves according to a geometric Brownian motion. Integer programming optimization techniques are applied to the general case where one first calibrates the asset price risk neutral density directly from option market data using Gatheral&apos;s SVI parameterization. Several numerical examples approximating the optimal payoff function with liquid securities are given. (C) 2022 Elsevier B.V. All rights reserved.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10103 - Statistics and probability

Result continuities

  • Project

    <a href="/en/project/GA21-19311S" target="_blank" >GA21-19311S: Information Flow and Equilibrium in Financial Markets</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2022

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    European Journal of Operational Research

  • ISSN

    0377-2217

  • e-ISSN

    1872-6860

  • Volume of the periodical

    302

  • Issue of the periodical within the volume

    3

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    15

  • Pages from-to

    1215-1229

  • UT code for WoS article

    000812288200009

  • EID of the result in the Scopus database

    2-s2.0-85124968185