Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series - Henry-Labordere, Pierre (Societe Generale, Paris, France) - Books - Taylor & Francis Ltd - 9780367657963 - September 30, 2020
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Henry-Labordere, Pierre (Societe Generale, Paris, France)
Model-free Hedging: A Martingale Optimal Transport Viewpoint - Chapman and Hall / CRC Financial Mathematics Series 1st edition

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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

190 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 30, 2020
ISBN13 9780367657963
Publishers Taylor & Francis Ltd
Pages 190
Dimensions 232 × 156 × 25 mm   ·   322 g
Language English  

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