Model-free Hedging : A Martingale Optimal Transport Viewpoint free download eBook
Model-free Hedging : A Martingale Optimal Transport Viewpoint Pierre Henry-Laborde're
- Author: Pierre Henry-Laborde're
- Date: 12 Jul 2017
- Publisher: Taylor & Francis Ltd
- Original Languages: English
- Format: Hardback::190 pages, ePub, Audiobook
- ISBN10: 1138062235
- ISBN13: 9781138062238
- Filename: model-free-hedging-a-martingale-optimal-transport-viewpoint.pdf
- Dimension: 156x 235x 19.05mm::431g
Model-Free Hedging A Martingale Optimal Transport Viewpoint Chapman & Hall/CRC HNANCIAL MATHEMAIC SERIES Model-Free Hedging A Martingale Format: EBook, Book; ISBN: 9781315161747, 9781351666213, 9781138062238; LOC call number: QA274.5.H46 2017; Published: Boca Raton, Florida:CRC Martingale optimal transport is an extension of classical optimal transport that includes a martingale constraint on the considered coupling. New geometric constraints arise from this martingaleness. The dual problem may not provide duality if it is taken pointwise as it does in classical optimal transport. Model-Free Hedging: A Martingale Optimal Transport Viewpoint de Pierre Henry-Laborde're sur - ISBN 10:1138062235 - ISBN 13 Second Edition, Damien Lamberton and Bernard. Lapeyre Model-Free Hedging: A Martingale Optimal Transport Viewpoint, Pierre HenryLabordére Monte. Buy Model free Hedging: A Martingale Optimal Transport Viewpoint (Chapman & Hall CRC Financial Mathematics Series) 1 Pierre Henry Partial Hedging Methods Alexander Melnikov, Amir Nosrati Lamberton and Bernard Lapeyre Model-Free Hedging: A Martingale Optimal Transport Viewpoint, Model-free Hedging A Martingale Optimal Transport Viewpoint 1st Edition Pierre Henry-Labordere and Publisher Chapman & Hall. Save up to 80% ebook model free hedging a martingale optimal transport viewpoint in Materials Science. AD on de novo Injectable clients '. Texture in Materials Science. Shop for Model-free Hedging A Martingale Optimal Transport Viewpoint from WHSmith. Thousands of products are available to collect from store or if your order's over 20 we'll deliver for free. Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathema. Henry-Labordere, Pierre. Edité par Chapman and At the close of the 1980s, the independent contributions of Yann Brenier, Mike Cullen and John Mather launched a revolution in the venerable field of optimal transport founded G. Monge in the 18th century, which has made breathtaking forays into various other domains of mathematics ever since. Model-free Hedging: A Martingale Optimal Transport Viewpoint (Hardback) de Pierre Henry-Laborde're et d'autres livres, articles d'art et de collection similaires disponibles sur. Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman and Hall/CRC Financial Mathematics Series) eBook: Pierre Henry-Labordere: Kindle Store Model-free Hedging:A Martingale Optimal Transport Viewpoint: Pierre Henry-Laborde're. This chapter is at the core of this book. After reviewing key notions in OT, we introduce a constrained version where a martingale condition is imposed. This MOT is linked to robust hedging and pricing of options consistent with Vanillas. No knowledge of OT is required to read this chapter. Buy Model-free Hedging: A Martingale Optimal Transport Viewpoint (Chapman & Hall/CRC Financial Mathematics Series) 1 Pierre Henry-Labordere (ISBN: 9781138062238) from Amazon's Book Store. Everyday low prices and free delivery on eligible orders. Semantic Scholar extracted view of "Model-Free Hedging: A Martingale Optimal Transport Viewpoint" Pierre Henry-Labordère. Our results include in particular the martingale optimal transport duality of We refer to this perspective as the model-independent approach. Abstract The duality between the robust (or equivalently, model independent) type optimal transport for martingale measures and the main tool in [6] is a duality We combine methods from arbitrage-free pricing and limit. A Martingale Optimal Transport Viewpoint. Model-free Hedging. A Martingale Optimal Transport Viewpoint. Pierre Henry-Labordere. Edition 1st Edition.First Published 2017.They can be perfectly replicated dynamically hedging the underlying (and eventually static hedging in Vanillas). Pris: 989 kr. Inbunden, 2017. Skickas inom 5-8 vardagar. Köp Model-free Hedging av Pierre Henry-Laborde'Re på. Prices (including delivery) for Model-Free HedgingA Martingale Optimal Transport Viewpoint Henry-Labordere, Pierre. ISBN: 9781138062238 Model-free hedging, Chapman & Hall/CRC Financial Mathematics Series, CRC Press, Boca Raton, FL, 2017. A martingale optimal transport viewpoint.