Some results on Skorokhod embedding and robust hedging with local time (Q1626510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on Skorokhod embedding and robust hedging with local time |
scientific article |
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Some results on Skorokhod embedding and robust hedging with local time (English)
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27 November 2018
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Skorokhod embedding
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model-free pricing
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robust hedging
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local time
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fake Brownian motion
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