Model-independent pricing with insider information: a skorokhod embedding approach (Q5022279)
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scientific article; zbMATH DE number 7458578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-independent pricing with insider information: a skorokhod embedding approach |
scientific article; zbMATH DE number 7458578 |
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Model-independent pricing with insider information: a skorokhod embedding approach (English)
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18 January 2022
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inside information
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model-independent pricing and hedging
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Skorokhod embedding problem
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monotonicity principle
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