Robust bounds for forward start options
Year of publication: |
2012
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Authors: | Hobson, David G. ; Neuberger, Anthony |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 1, p. 31-56
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Subject: | Optionspreistheorie | Option pricing theory | Fälligkeit | Maturity | Martingal | Martingale | Theorie | Theory |
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