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Cover of Model-free Hedging

Model-free Hedging

A Martingale Optimal Transport Viewpoint

by Pierre Henry-Labordere

Chapman and Hall/CRC · 2017

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About this book

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.

Book details

ISBN-13
9781138062238
ISBN-10
1138062235
Author
Pierre Henry-Labordere
Published
2017
Edition
1
Pages
190
Language
English
Condition
New
See all