Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512)
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scientific article; zbMATH DE number 7001067
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Pricing, no-arbitrage bounds and robust hedging of instalment options |
scientific article; zbMATH DE number 7001067 |
Statements
Pricing, no-arbitrage bounds and robust hedging of instalment options (English)
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14 January 2019
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installment options
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hedging
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pricing
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0.8826057
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0.87767196
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0.87312645
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0.86985916
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0.8689558
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0.8687427
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0.8678018
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0.86738336
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