Robust pricing and hedging under trading restrictions and the emergence of local martingale models
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1432-1122
- Extent
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Online-Ressource
- Language
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Englisch
- Notes
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online resource.
- Bibliographic citation
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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
- Creator
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Cox, Alexander M. G.
- Contributor
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Hou, Zhaoxu
Obłój, Jan
SpringerLink (Online service)
- DOI
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10.1007/s00780-016-0293-3
- URN
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urn:nbn:de:1111-2016032048512
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:49 AM CEST
Data provider
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Cox, Alexander M. G.
- Hou, Zhaoxu
- Obłój, Jan
- SpringerLink (Online service)