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The Skorokhod embedding problem and model-independent bounds for option prices
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Hobson, David (David G.) (2011) The Skorokhod embedding problem and model-independent bounds for option prices. In: Cousin , Areski, (ed.) Paris-Princeton Lectures on Mathematical Finance 2010. Lecture Notes in Mathematics, Vol.2003 . London ; New York: Springer, pp. 267-318. ISBN 9783642146596
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Official URL: http://webcat.warwick.ac.uk/record=b2340221~S1
| Item Type: | Book Item |
|---|---|
| Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Statistics |
| Library of Congress Subject Headings (LCSH): | Business mathematics, Options (Finance) -- Mathematical models |
| Series Name: | Lecture Notes in Mathematics |
| Publisher: | Springer |
| Place of Publication: | London ; New York |
| ISBN: | 9783642146596 |
| Book Title: | Paris-Princeton Lectures on Mathematical Finance 2010 |
| Editor: | Cousin , Areski |
| Date: | 2011 |
| Volume: | Vol.2003 |
| Number of Pages: | 359 |
| Page Range: | pp. 267-318 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/41076 |
Data sourced from Thomson Reuters' Web of Knowledge
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