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The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices - MaRDI portal

The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (Q3061148)

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The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
scientific article

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    title
    The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices (English)
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    publication date
    14 December 2010
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    zbMATH DE Number
    5826222
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    zbMATH Keywords
    Skorokhod embedding
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    option pricing
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    robust hedging
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    author
    David G. Hobson
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    OpenAlex ID
    W1842249978
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