Pathwise superhedging for time-dependent barrier options on...

Stochastic Processes and their Applications 2019 / 03 Vol. 129; Iss. 3

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European, One-Touch, lookback or forward starting options

Forde, Martin
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
129
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2018.03.019
Date:
March, 2019
File:
PDF, 392 KB
2019
Conversion to is in progress
Conversion to is failed