Robust pricing and hedging of double no-touch options
| Year of publication: |
2011
|
|---|---|
| Authors: | Cox, Alexander ; Obłój, Jan |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 15.2011, 3, p. 573-605
|
| Publisher: |
Springer |
| Subject: | Double no-touch option | Robust pricing and hedging | Skorokhod embedding problem | Weak arbitrage | Weak free lunch with vanishing risk | Model-independent arbitrage |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324936