ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES
Year of publication: |
2013
|
---|---|
Authors: | TSUZUKI, YUKIHIRO |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 16.2013, 06, p. 1350038-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Super-hedging | sub-hedging | super-replication | sub-replication | Youngs inequality | model-independent | pricing bounds |
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