The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (Q3061148)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices |
scientific article |
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The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (English)
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14 December 2010
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Skorokhod embedding
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option pricing
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robust hedging
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