Model-free trading and hedging with continuous price paths
<p>This thesis explores the question of model-free trading and hedging in markets where traded asset prices are continuous and where one may trade continuously in time with no transaction costs. In particular, we make no assumptions on the volatility of traded asset prices. The contributions o...
Main Author: | Atoyan, T |
---|---|
Other Authors: | Monoyios, M |
Format: | Thesis |
Language: | English |
Published: |
2016
|
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