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Model-free hedging : a martingale optimal transport viewpoint

Title
Model-free hedging : a martingale optimal transport viewpoint / Pierre Henry-Labordère.
ISBN
9781138062238
1138062235
Publication
Boca Raton, FL : CRC Press, [2017]
Physical Description
xiii, 190 pages ; 24 cm.
Notes
"A Chapman & Hall book".
Format
Books
Language
English
Added to Catalog
August 23, 2017
Series
Chapman & Hall/CRC financial mathematics series.
Chapman & Hall/CRC financial mathematics series
Citation

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