Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (Q1730931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options |
scientific article |
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Pathwise superhedging for time-dependent barrier options on càdlàg paths -- finite or infinite tradeable European, one-touch, lookback or forward starting options (English)
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6 March 2019
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robust hedging
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convex duality
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Skorokhod embeddings
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barrier options
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forward-starting options
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attainable laws for a martingale
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