Robust Static Super-Replication of Barrier Options in the Black-Scholes model (Q3592848): Difference between revisions
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Revision as of 12:41, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Static Super-Replication of Barrier Options in the Black-Scholes model |
scientific article |
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Robust Static Super-Replication of Barrier Options in the Black-Scholes model (English)
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24 September 2007
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robust optimization
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static hedging
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super-replication
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barrier options
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Black-Scholes model
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