
Model-free Hedging
Pierre Henry-Labordere
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A Martingale Optimal Transport Viewpoint
Chapman and Hall/CRC · 2017
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Published by Chapman and Hall/CRC in 2017, Model-free Hedging: A Martingale Optimal Transport Viewpoint by Pierre Henry-Labordere runs to 190 pages.
Its main subjects are Hedging (finance), Martingales (Mathematics), Martingales (Mathématiques) and Finance.