Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512): Difference between revisions

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Latest revision as of 23:56, 19 March 2024

scientific article; zbMATH DE number 7001067
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English
Pricing, no-arbitrage bounds and robust hedging of instalment options
scientific article; zbMATH DE number 7001067

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    Pricing, no-arbitrage bounds and robust hedging of instalment options (English)
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    14 January 2019
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    installment options
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    hedging
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    pricing
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