Robust hedging of the lookback option (Q1265766)
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scientific article; zbMATH DE number 1202609
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust hedging of the lookback option |
scientific article; zbMATH DE number 1202609 |
Statements
Robust hedging of the lookback option (English)
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8 February 1999
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super-replication
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martingale
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barycentre
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prices of exotic derivatives
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lookback option
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call options
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hedging strategies
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