Model-free hedging. A martingale optimal transport viewpoint (Q4632504)
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: Model-Free Hedging |
scientific article; zbMATH DE number 7048891
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Model-free hedging. A martingale optimal transport viewpoint |
scientific article; zbMATH DE number 7048891 |
Statements
Model-Free Hedging (English)
0 references
29 April 2019
0 references
0.7383050322532654
0 references
0.7267858982086182
0 references
0.7184042930603027
0 references
0.7179830074310303
0 references
0.7164056301116943
0 references