Static super-replicating strategies for a class of exotic options (Q931201): Difference between revisions

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Latest revision as of 12:35, 28 June 2024

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Static super-replicating strategies for a class of exotic options
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    Static super-replicating strategies for a class of exotic options (English)
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    25 June 2008
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    static super-replicating strategies
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    stochastic ordering
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    comonotonicity
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    exotic options
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