Robust pricing and hedging of double no-touch options Alexander M. G. Cox∗ Dept. of Mathematical Sciences, University of Bath Bath BA2 7AY, UK Jan Obl´oj† - Bath - Document - PDFSEARCH.IO

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	Robust pricing and hedging of double no-touch options Alexander M. G. Cox∗ Dept. of Mathematical Sciences, University of Bath Bath BA2 7AY, UK Jan Obl´oj† Add to Reading List Document Date: 2009-01-09 09:56:47 Open Document File Size: 429,05 KB Share Result on Facebook

Robust pricing and hedging of double no-touch options Alexander M. G. Cox∗ Dept. of Mathematical Sciences, University of Bath Bath BA2 7AY, UK Jan Obl´oj†Add to Reading List