Model-free Hedging: A Martingale Optimal Transport Viewpoint

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Hardback by Pierre Henry-Labordere Short Description:

Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market... Read more

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Publisher: Taylor & Francis Ltd
Publication Date: 18/05/2017
ISBN13: 9781138062238, 978-1138062238
ISBN10: 1138062235

Number of Pages: 190

Non Fiction , Mathematics & Science , Education