Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838)
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scientific article; zbMATH DE number 7603402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-Robust Replication of Barrier-Style Claims on Price and Volatility |
scientific article; zbMATH DE number 7603402 |
Statements
Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (English)
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18 October 2022
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robust pricing
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robust hedging
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knock-in
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knock-out
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barrier
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quadratic variation
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