ROBUST BOUNDS FOR FORWARD START OPTIONS (Q4906538)
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scientific article; zbMATH DE number 6139591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ROBUST BOUNDS FOR FORWARD START OPTIONS |
scientific article; zbMATH DE number 6139591 |
Statements
ROBUST BOUNDS FOR FORWARD START OPTIONS (English)
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28 February 2013
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robust hedging
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super-replication
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cheapest super-hedge
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forward start straddle
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