Robust hedging of the lookback option (Q1265766): Difference between revisions

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Latest revision as of 17:42, 21 March 2024

scientific article
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English
Robust hedging of the lookback option
scientific article

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    Robust hedging of the lookback option (English)
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    8 February 1999
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    super-replication
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    martingale
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    barycentre
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    prices of exotic derivatives
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    lookback option
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    call options
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    hedging strategies
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