BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (Q4645329)
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scientific article; zbMATH DE number 6999639
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS |
scientific article; zbMATH DE number 6999639 |
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BUY-AND-HOLD PROPERTY FOR FULLY INCOMPLETE MARKETS WHEN SUPER-REPLICATING MARKOVIAN CLAIMS (English)
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10 January 2019
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super-replication
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fully incomplete markets
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robust pricing
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stochastic volatility
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rough volatility
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