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Pricing, no-arbitrage bounds and robust hedging of instalment options - MaRDI portal

Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512)

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scientific article; zbMATH DE number 7001067
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Pricing, no-arbitrage bounds and robust hedging of instalment options
scientific article; zbMATH DE number 7001067

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    Pricing, no-arbitrage bounds and robust hedging of instalment options (English)
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    14 January 2019
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    installment options
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    hedging
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    pricing
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