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"Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics."

Stephan Eckstein et al. (2021)

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DOI: 10.1137/19M1286256

access: closed

type: Journal Article

metadata version: 2021-04-29

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  - journals/siamfm/EcksteinGLO21
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  - https://dblp.org/rec/journals/siamfm/EcksteinGLO21
Stephan Eckstein, Gaoyue Guo, Tongseok Lim, Jan Oblój:
Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics. SIAM J. Financial Math. 12(1): 158-188 (2021)

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