Sam M. Kinsley

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Person:670749



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Discretisation and duality of optimal Skorokhod embedding problems
Stochastic Processes and their Applications
2019-06-28Paper
Robust hedging of options on a leveraged exchange traded fund
The Annals of Applied Probability
2019-03-20Paper
Robust hedging of options on a leveraged exchange traded fund
The Annals of Applied Probability
2019-03-20Paper


Research outcomes over time


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