Robust Hedging of Double Touch Barrier Options (Q3074989)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Hedging of Double Touch Barrier Options |
scientific article |
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Robust Hedging of Double Touch Barrier Options (English)
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10 February 2011
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double barrier option
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robust hedging
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no-arbitrage pricing
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Skorokhod embedding
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risk neutral distribution
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superhedging
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subhedging
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