Robust pricing and hedging of double no-touch options (Q483935): Difference between revisions

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+Alexander Matthew Gordon Cox
@@ Property / author: Alexander Matthew Gordon Cox / rank @@
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+W2106198462
@@ Property / OpenAlex ID: W2106198462 / rank @@
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+.0674
@@ Property / arXiv ID: 0901.0674 / rank @@
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@@ Property / cites work @@
+Q3504635
@@ Property / cites work: Q3504635 / rank @@
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@@ Property / cites work @@
+Robust Hedging of Barrier Options
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+Expensive martingales
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+A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Skorokhod embeddings, minimality and non-centred target distributions
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+Robust Hedging of Double Touch Barrier Options
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+THE RANGE OF TRADED OPTION PRICES
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