Robust pricing and hedging of double no-touch options (Q483935): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G44
@@ Property / Mathematics Subject Classification ID: 60G44 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6381429
@@ Property / zbMATH DE Number: 6381429 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+double no-touch option
@@ Property / zbMATH Keywords: double no-touch option / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust pricing and hedging
@@ Property / zbMATH Keywords: robust pricing and hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Skorokhod embedding problem
@@ Property / zbMATH Keywords: Skorokhod embedding problem / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak arbitrage
@@ Property / zbMATH Keywords: weak arbitrage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak free lunch with vanishing risk
@@ Property / zbMATH Keywords: weak free lunch with vanishing risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+model-independent arbitrage
@@ Property / zbMATH Keywords: model-independent arbitrage / rank @@
+Normal rank

Revision as of 20:01, 30 June 2023