Option pricing models without probability: a rough paths approach (Q6054388)
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scientific article; zbMATH DE number 7743043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing models without probability: a rough paths approach |
scientific article; zbMATH DE number 7743043 |
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Option pricing models without probability: a rough paths approach (English)
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28 September 2023
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enhanced price path
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fundamental theorem of derivatives trading
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historical vs implied volatility
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option pricing
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pathwise finance
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pathwise hedging
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pathwise pricing
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price robustness
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probability-free finance
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rough brackets
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rough paths theory
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volatility swaps
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