Robust pricing and hedging under trading restrictions and the emergence of local martingale models

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1432-1122
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
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
Cox, Alexander M. G.
Contributor
Hou, Zhaoxu
Obłój, Jan
SpringerLink (Online service)

DOI
10.1007/s00780-016-0293-3
URN
urn:nbn:de:1111-2016032048512
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:49 AM CEST

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Associated

  • Cox, Alexander M. G.
  • Hou, Zhaoxu
  • Obłój, Jan
  • SpringerLink (Online service)

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