Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options (Q4541566)
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scientific article; zbMATH DE number 1771962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options |
scientific article; zbMATH DE number 1771962 |
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Combinatorial implications of nonlinear uncertain volatility models: the case of barrier options (English)
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4 September 2002
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worst-case prices
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portfolio
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uncertain volatility model
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barrier options
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vanilla options
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