Robust pricing and hedging under trading restrictions and the emergence of local martingale models
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1432-1122
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Robust pricing and hedging under trading restrictions and the emergence of local martingale models ; day:17 ; month:3 ; year:2016 ; pages:1-36
Finance and stochastics ; (17.3.2016), 1-36
- Urheber
-
Cox, Alexander M. G.
- Beteiligte Personen und Organisationen
-
Hou, Zhaoxu
Obłój, Jan
SpringerLink (Online service)
- DOI
-
10.1007/s00780-016-0293-3
- URN
-
urn:nbn:de:1111-2016032048512
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:49 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Cox, Alexander M. G.
- Hou, Zhaoxu
- Obłój, Jan
- SpringerLink (Online service)
Ähnliche Objekte (12)
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
Martingale approach in pricing and hedging
Entropy martingale optimal transport and nonlinear pricing–hedging duality
Martingale approach in pricing and hedging European options under regime-switching
Martingale
Martingale :
Emission trading restrictions with endogenous technological change
Computational Methods for Martingale Optimal Transport: a related problems in robust pricing and hedging
Martingale spaces and inequalities
Mixed Martingale Hardy Spaces
Martingale methods in statistics :
Time-discrete hedging of down-and-out puts with overnight trading gaps
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
Martingale approach in pricing and hedging
Entropy martingale optimal transport and nonlinear pricing–hedging duality
Martingale approach in pricing and hedging European options under regime-switching
Martingale
Martingale :
Emission trading restrictions with endogenous technological change
Computational Methods for Martingale Optimal Transport: a related problems in robust pricing and hedging
Martingale spaces and inequalities
Mixed Martingale Hardy Spaces
Martingale methods in statistics :
Time-discrete hedging of down-and-out puts with overnight trading gaps
Effectiveness of Hedging Strategies under Model Misspecification and Trading Restrictions
Martingale approach in pricing and hedging
Entropy martingale optimal transport and nonlinear pricing–hedging duality
Martingale approach in pricing and hedging European options under regime-switching
Martingale
Martingale :
Emission trading restrictions with endogenous technological change
Computational Methods for Martingale Optimal Transport: a related problems in robust pricing and hedging
Martingale spaces and inequalities
Mixed Martingale Hardy Spaces
Martingale methods in statistics :