Model free Hedging A Martingale Optimal Transport Viewpoint

R1 299,00
+ R284,99 Shipping
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Model free Hedging A Martingale Optimal Transport Viewpoint

Model free Hedging A Martingale Optimal Transport Viewpoint

  • Brand: Unbranded
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Model free Hedging A Martingale Optimal Transport Viewpoint

  • Brand: Unbranded

R1 299,00

Only 1 left in stock
+ R284,99 Shipping

14-Day Returns Policy

Sold by:

R1 299,00

Only 1 left in stock
+ R284,99 Shipping

14-Day Returns Policy

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Description

Model free Hedging A Martingale Optimal Transport Viewpoint

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 transpo
  • Brand: Unbranded
  • Category: Education
  • Format: Paperback
  • Language: English
  • Publication Date: 2022-01-24
  • Publisher / Label: Taylor & Francis Ltd
  • Author: Pierre Henry-Labordere (Societe Generale Paris France)
  • Number of Pages: 190
  • Fruugo ID: 343444016-752540018
  • ISBN: 9780367657963

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  • STANDARD: R284,99 - Delivery between Wed 29 July 2026–Tue 18 August 2026

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