Tightening robust price bounds for exotic derivatives (Q5212058)
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scientific article; zbMATH DE number 7157429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tightening robust price bounds for exotic derivatives |
scientific article; zbMATH DE number 7157429 |
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Tightening robust price bounds for exotic derivatives (English)
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24 January 2020
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robust price bounds
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model-independent valuation
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optimal martingale transport
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additional market information
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