Volatility misspecification, option pricing and superreplication via coupling
type: Item
instance of: scholarly article
title: Volatility misspecification, option pricing and superreplication via coupling
zbMATH Open document ID: 0933.91012
author: David Hobson
published in: The Annals of Applied Probability
publication date: 2000-04-09T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 1319850
zbMATH Keywords: options
zbMATH Keywords: volatility
zbMATH Keywords: robust hedging
zbMATH Keywords: super-replication
zbMATH Keywords: diffusions
zbMATH Keywords: coupling
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1027961040
OpenAlex ID: W2032422763
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DOI: 10.1214/AOAP/1027961040
description: scientific article; zbMATH DE number 1319850