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Model-free Hedging
Language
English
English
Book
Hardback
Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-ind...
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Libristo code: 16020298
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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.
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About the book
Full name
Model-free Hedging
Author
Pierre Henry-Laborde're
Language
English
English
Binding
Book - Hardback
Date of issue
2017
Number of pages
190
EAN
9781138062238
ISBN
9781138062238
Libristo code
16020298
Publishers
Taylor & Francis Ltd
Weight
452
Dimensions
241 x 163 x 17
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