Model-free price bounds under dynamic option trading (Q5162858)
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scientific article; zbMATH DE number 7421270
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| default for all languages | No label defined |
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| English | Model-free price bounds under dynamic option trading |
scientific article; zbMATH DE number 7421270 |
Statements
Model-Free Price Bounds Under Dynamic Option Trading (English)
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5 November 2021
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martingale optimal transport
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European options
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price bounds
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sensitivity
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0.8303463459014893
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0.7970629930496216
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0.7956706285476685
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0.7908672094345093
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0.7899749279022217
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