Robust pricing and hedging of double no-touch options (Q483935)
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scientific article
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| English | Robust pricing and hedging of double no-touch options |
scientific article |
Statements
Robust pricing and hedging of double no-touch options (English)
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17 December 2014
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double no-touch option
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robust pricing and hedging
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Skorokhod embedding problem
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weak arbitrage
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weak free lunch with vanishing risk
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model-independent arbitrage
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0.9089941
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0.90729994
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0.90516233
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0.9028944
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0.8901016
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0.8861658
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