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NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS - MaRDI portal

NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (Q5256840)

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scientific article; zbMATH DE number 6452372
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English
NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS
scientific article; zbMATH DE number 6452372

    Statements

    title
    NO-ARBITRAGE BOUNDS ON TWO ONE-TOUCH OPTIONS (English)
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    author
    Yukihiro Tsuzuki
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    publication date
    29 June 2015
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    zbMATH Keywords
    Barrier option
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    one-touch option
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    model-independent
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    super-replication
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    pricing bounds
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    Identifiers

    zbMATH DE Number
    6452372
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    OpenAlex ID
    W3122506355
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