How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal Jacob Abernethy University of Michigan [removed]

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Date: 2014-11-26 14:13:18 Finance Black–Scholes Futures contract Put option Myron Scholes Call option Risk-neutral measure Binomial options pricing model Financial economics Options Mathematical finance		How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal Jacob Abernethy University of Michigan [removed] Add to Reading List Source URL: papers.nips.cc Download Document from Source Website File Size: 1,16 MB Share Document on Facebook

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