Robust bounds for the American put
Year of publication: |
2019
|
---|---|
Authors: | Hobson, David G. ; Norgilas, Dominykas |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 23.2019, 2, p. 359-395
|
Subject: | Model-independent pricing | American put | Martingale optimal transport | Left-curtain coupling | Optimal stopping | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | Martingal | Martingale | Suchtheorie | Search theory | Optionsgeschäft | Option trading | Black-Scholes-Modell | Black-Scholes model |
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