SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (Q5376998): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 22:04, 5 March 2024
scientific article; zbMATH DE number 7057291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS |
scientific article; zbMATH DE number 7057291 |
Statements
SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS (English)
0 references
21 May 2019
0 references
convex order
0 references
martingale optimal transport
0 references
robust option price bounds
0 references
sampling techniques
0 references
linear programming
0 references
