CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444)
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scientific article; zbMATH DE number 7360860
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS |
scientific article; zbMATH DE number 7360860 |
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CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (English)
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18 June 2021
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martingale optimal transport
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directional convexity
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convex order
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Asian option
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exotic options
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Wasserstein distance
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