Robust pricing and hedging around the globe (Q2299582)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust pricing and hedging around the globe |
scientific article |
Statements
Robust pricing and hedging around the globe (English)
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21 February 2020
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robust superhedging
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semistatic strategies
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martingale optimal transport
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duality
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