Robust hedging of the lookback option

No abstract is available for this paper.

• Publication year

  1998

• Venue

  Finance and Stochastics

• Publication date

  1998-08-26

• Fields of study

  Mathematics, Business, Economics, Computer Science

• Identifiers
  DOI 10.1007/s007800050044
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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