Root's barrier: construction, optimality and applications to variance options (Q1950255)
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scientific article
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| English | Root's barrier: construction, optimality and applications to variance options |
scientific article |
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Root's barrier: construction, optimality and applications to variance options (English)
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10 May 2013
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Skorokhod embedding problem
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Root's barrier
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variational inequality
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variance option
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0.8358421325683594
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0.815280556678772
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0.8102043867111206
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0.7945253252983093
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0.7707173824310303
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