ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538)

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scientific article; zbMATH DE number 6139591
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ROBUST BOUNDS FOR FORWARD START OPTIONS
scientific article; zbMATH DE number 6139591

    Statements

    title
    ROBUST BOUNDS FOR FORWARD START OPTIONS (English)
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    author
    Anthony Neuberger
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    David G. Hobson
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    publication date
    28 February 2013
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    zbMATH DE Number
    6139591
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    zbMATH Keywords
    robust hedging
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    super-replication
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    cheapest super-hedge
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    forward start straddle
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    OpenAlex ID
    W2129216683
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