Robust hedging and pathwise calculus
Year of publication: |
2013
|
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Authors: | Tikanmäki, Heikki |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 3/4, p. 287-303
|
Subject: | Robust hedging | path-dependent options | non-semimartingale models | vertical derivative | Hedging | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Robustes Verfahren | Robust statistics | Optionsgeschäft | Option trading |
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