Robust hedging of the lookback option (Q1265766): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust hedging of the lookback option |
scientific article |
Statements
Robust hedging of the lookback option (English)
0 references
8 February 1999
0 references
super-replication
0 references
martingale
0 references
barycentre
0 references
prices of exotic derivatives
0 references
lookback option
0 references
call options
0 references
hedging strategies
0 references
