Static super-replicating strategies for a class of exotic options (Q931201)
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scientific article; zbMATH DE number 5292546
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| default for all languages | No label defined |
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| English | Static super-replicating strategies for a class of exotic options |
scientific article; zbMATH DE number 5292546 |
Statements
Static super-replicating strategies for a class of exotic options (English)
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25 June 2008
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static super-replicating strategies
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stochastic ordering
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comonotonicity
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exotic options
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0.8335083723068237
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0.8002576231956482
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0.795278787612915
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0.7877085208892822
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0.7870426774024963
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