Robust bounds for the American put (Q1739057)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust bounds for the American put |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust bounds for the American put |
scientific article |
Statements
Robust bounds for the American put (English)
0 references
24 April 2019
0 references
model-independent pricing
0 references
American put
0 references
martingale optimal transport
0 references
left-curtain coupling
0 references
optimal stopping
0 references
0 references
0 references
0.7906705141067505
0 references
0.7890638709068298
0 references
0.7778118252754211
0 references
0.7745732665061951
0 references
0.7721340656280518
0 references
