Model-Free Hedging
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Publication:4632504
DOI10.1201/9781315161747zbMath1411.91007OpenAlexW4253776769MaRDI QIDQ4632504
Publication date: 29 April 2019
Full work available at URL: https://doi.org/10.1201/9781315161747
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Martingales and classical analysis (60G46)
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