Robust bounds for forward start options (Q4906538)
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scientific article; zbMATH DE number 6139591
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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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0.8772696852684021
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0.8643721342086792
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0.7977018356323242
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0.755065381526947
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0.7516512274742126
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