Model-free Hedging - Paperback / softback
The release of this order may delay up to 4-6 weeks due to congestion at publisher’s warehouse.
Model-free Hedging - Paperback / softback
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 transport and its martingale counterpart. This topic is then discussed in the context of mathematical finance.
Shipping cost is based on weight. Just add products to your cart and use the Shipping Calculator to see the shipping price.
We want you to be 100% satisfied with your purchase. Items can be returned or exchanged within 30 days of delivery.