Model-free Hedging: A Martingale Optimal Transport Viewpoint

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3.3 MB
Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options consistent with market prices of liquid instruments such as Vanilla options. The author gives an overview of Martingale Optimal Transport, highlighting the differences between the optimal transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.

本帖隐藏的内容

Model-free Hedging - A Martingale Optimal Transport Viewpoint.pdf (3.32 MB, 需要: 10 个论坛币)

2017-6-11 17:49:22 上传

需要: 10 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏9 回帖

关键词：Martingale Transport Viewpoint hedging optimal

.....................

thanks

谢谢楼主分享！

谢谢分享

看看

谢谢分享

谢谢分享