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...
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Thesis |
| 语言: | English |
| 出版: |
2014
|
| 主题: |