Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathematics Series)
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- Synopsis
- 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.
- Copyright:
- 2017
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 190 Pages
- ISBN-13:
- 9781351666220
- Related ISBNs:
- 9780367657963, 9781138062238, 9781315161747
- Publisher:
- CRC Press
- Date of Addition:
- 09/24/23
- Copyrighted By:
- Taylor & Francis Group, LLC
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.