Approximation and asymptotics in the superhedging problem for binary options (Q6655447)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7960512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Approximation and asymptotics in the superhedging problem for binary options |
scientific article; zbMATH DE number 7960512 |
Statements
Approximation and asymptotics in the superhedging problem for binary options (English)
0 references
23 December 2024
0 references
superhedging
0 references
binary option
0 references
guaranteed approach
0 references
stopped process
0 references
0 references
0 references
0 references
0 references
0 references
0.8975020051002502
0 references
0.8566261529922485
0 references
0.8378368020057678
0 references
0.8364011645317078
0 references
