NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840)
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scientific article; zbMATH DE number 6452372
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS |
scientific article; zbMATH DE number 6452372 |
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NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (English)
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29 June 2015
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Barrier option
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one-touch option
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model-independent
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super-replication
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pricing bounds
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