Static super-replicating strategies for a class of exotic options
type: Item
instance of: scholarly article
title: Static super-replicating strategies for a class of exotic options
zbMATH Open document ID: 1141.91427
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 5292546
zbMATH Keywords: static super-replicating strategies
zbMATH Keywords: stochastic ordering
zbMATH Keywords: comonotonicity
zbMATH Keywords: exotic options
author: Xinliang Chen
author: Griselda Deelstra
author: J. Dhaene
author: Michèle Vanmaele
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.01.002
OpenAlex ID: W2067696123
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DOI: 10.1016/J.INSMATHECO.2008.01.002
description: scientific article; zbMATH DE number 5292546