Model uncertainty and the pricing of American options
Year of publication: |
January 2017
|
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Authors: | Hobson, David G. ; Neuberger, Anthony |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 21.2017, 1, p. 285-329
|
Subject: | American option | Model-free pricing | Robust hedging | Model risk | Rational bounds | Optionspreistheorie | Option pricing theory | Hedging | Optionsgeschäft | Option trading | Risiko | Risk | Modellierung | Scientific modelling |
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