Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (Q4591237)
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scientific article; zbMATH DE number 6806446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-Independent Bounds for Asian Options: A Dynamic Programming Approach |
scientific article; zbMATH DE number 6806446 |
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Model-Independent Bounds for Asian Options: A Dynamic Programming Approach (English)
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13 November 2017
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model-independent pricing
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dynamic programming
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measure-valued martingale
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