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

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Latest revision as of 10:52, 9 July 2024

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Robust pricing and hedging of double no-touch options
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    Robust pricing and hedging of double no-touch options (English)
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    17 December 2014
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    double no-touch option
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    robust pricing and hedging
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    Skorokhod embedding problem
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    weak arbitrage
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    weak free lunch with vanishing risk
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    model-independent arbitrage
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