Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366)
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scientific article; zbMATH DE number 6578957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust option pricing: Hannan and Blackwell meet Black and Scholes |
scientific article; zbMATH DE number 6578957 |
Statements
Robust option pricing: Hannan and Blackwell meet Black and Scholes (English)
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11 May 2016
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approachability
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calibration
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regret minimization
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robust optimization
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option pricing
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arbitrage bounds
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