Volatility misspecification, option pricing and superreplication via coupling (Q1296625)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Volatility misspecification, option pricing and superreplication via coupling |
scientific article; zbMATH DE number 1319850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility misspecification, option pricing and superreplication via coupling |
scientific article; zbMATH DE number 1319850 |
Statements
Volatility misspecification, option pricing and superreplication via coupling (English)
0 references
9 April 2000
0 references
options
0 references
volatility
0 references
robust hedging
0 references
super-replication
0 references
diffusions
0 references
coupling
0 references
