Robust pricing and hedging beyond one marginal
<p>The robust pricing and hedging approach in Mathematical Finance, pioneered by Hobson (1998), makes statements about non-traded derivative contracts by imposing very little assumptions about the underlying financial model but directly using information contained in traded options, typically...
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| Aineistotyyppi: | Opinnäyte |
| Kieli: | English |
| Julkaistu: |
2014
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