Volatility misspecification, option pricing and superreplication via coupling (Q1296625)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility misspecification, option pricing and superreplication via coupling |
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Volatility misspecification, option pricing and superreplication via coupling (English)
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9 April 2000
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options
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volatility
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robust hedging
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super-replication
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diffusions
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coupling
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