On an optimization problem related to static super-replicating strategies (Q475663): Difference between revisions

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+Static super-replicating strategies for a class of exotic options
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+An easy computable upper bound for the price of an arithmetic Asian option
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Weighted risk capital allocations
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+Changes of numéraire, changes of probability measure and option pricing
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+Bounds for the price of discrete arithmetic Asian options
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+Martingale methods in financial modelling.
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+General Lower Bounds for Arithmetic Asian Option Prices
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