Volatility misspecification, option pricing and superreplication via coupling (Q1296625)
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scientific article; zbMATH DE number 1319850
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| default for all languages | No label defined |
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| English | Volatility misspecification, option pricing and superreplication via coupling |
scientific article; zbMATH DE number 1319850 |
Statements
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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0.7833414077758789
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0.7618449926376343
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0.75608891248703
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0.7503964304924011
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0.7337896823883057
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