ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515): Difference between revisions

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+Static arbitrage bounds on basket option prices
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+Static Replication of Forward-Start Claims and Realized Variance Swaps
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+Robust Hedging of Barrier Options
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+Static super-replicating strategies for a class of exotic options
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Static-arbitrage upper bounds for the prices of basket options
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+Static-arbitrage optimal subreplicating strategies for basket options
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+ROBUST BOUNDS FOR FORWARD START OPTIONS
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+Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios
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