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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 | ||||
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Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HG Finance Q Science > QA Mathematics |
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Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | 2011 | ||||
Dates: |
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Volume: | Vol.2003 | ||||
Number of Pages: | 359 | ||||
Page Range: | pp. 267-318 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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