Model-Free Hedging
Latest Publications

TOTAL DOCUMENTS

4

(FIVE YEARS 0)

H-INDEX

1

(FIVE YEARS 0)

Published By Chapman And Hall/CRC

9781315161747

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Model-independent options

Model-Free Hedging ◽

10.1201/9781315161747-3 ◽

2017 ◽

pp. 89-112

Author(s):

Pierre Henry-Labordère

Keyword(s):

Model Independent

Download Full-text

Pricing and hedging without tears

Model-Free Hedging ◽

10.1201/9781315161747-1 ◽

2017 ◽

pp. 1-23

Author(s):

Pierre Henry-Labordère

Download Full-text

Continuous-time MOT and Skorokhod embedding

Model-Free Hedging ◽

10.1201/9781315161747-4 ◽

2017 ◽

pp. 113-177

Author(s):

Pierre Henry-Labordère

Keyword(s):

Continuous Time ◽

Skorokhod Embedding

Download Full-text

Martingale optimal transport

Model-Free Hedging ◽

10.1201/9781315161747-2 ◽

2017 ◽

pp. 25-87 ◽

Cited By ~ 1

Author(s):

Pierre Henry-Labordère

Keyword(s):

Optimal Transport ◽

Martingale Optimal Transport

Download Full-text