Model-Free Price Bounds Under Dynamic Option Trading (Q5162858)
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scientific article; zbMATH DE number 7421270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-Free Price Bounds Under Dynamic Option Trading |
scientific article; zbMATH DE number 7421270 |
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Model-Free Price Bounds Under Dynamic Option Trading (English)
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5 November 2021
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martingale optimal transport
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European options
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price bounds
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sensitivity
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