Affiliation:
1. University of Perugia and University of Vienna
2. University of Vienna
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference35 articles.
1. Model-independent Bounds for Option Prices: A Mass Transport Approach;Beiglböck,2013
2. Beiglböck , M. N. Juillet 2012 On a Problem of Optimal Transport Under Marginal Martingale Constraints 1 51
3. Prices of State-Contingent Claims Implicit in Option Prices;Breeden;J. Business,1978
4. Robust Hedging of Barrier Options;Brown;Math. Finance,2001
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