Robust bounds for the American put (Q1739057)
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scientific article; zbMATH DE number 7047633
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust bounds for the American put |
scientific article; zbMATH DE number 7047633 |
Statements
Robust bounds for the American put (English)
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24 April 2019
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model-independent pricing
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American put
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martingale optimal transport
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left-curtain coupling
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optimal stopping
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0.7906705141067505
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0.7890638709068298
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0.7778118252754211
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0.7745732665061951
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0.7721340656280518
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