Robust pricing and hedging of double no-touch options (Q483935): Difference between revisions
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Revision as of 10:26, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pricing and hedging of double no-touch options |
scientific article |
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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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