Super-replication of life-contingent options under the Black-Scholes framework (Q6639530)
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scientific article; zbMATH DE number 7945540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super-replication of life-contingent options under the Black-Scholes framework |
scientific article; zbMATH DE number 7945540 |
Statements
Super-replication of life-contingent options under the Black-Scholes framework (English)
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15 November 2024
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exotic options
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option pricing
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option hedging
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stochastic analysis
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