robust hedging
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scholarly journals Robust hedging of options on a leveraged exchange traded fund

2019 ◽  
Vol 29 (1) ◽  
pp. 531-576
Author(s):  
Alexander M. G. Cox ◽  
Sam M. Kinsley
Keyword(s):  
Robust Hedging ◽  
Exchange Traded Fund

scholarly journals Some Results on Skorokhod Embedding and Robust Hedging with Local Time

2017 ◽  
Vol 179 (2) ◽  
pp. 569-597 ◽  
Author(s):  
Julien Claisse ◽  
Gaoyue Guo ◽  
Pierre Henry-Labordère
Keyword(s):  
Local Time ◽  
Robust Hedging ◽  
Skorokhod Embedding

Simple Robust Hedging with Nearby Contracts

2016 ◽  
Vol 15 (1) ◽  
pp. 1-35 ◽  
Author(s):  
Liuren Wu ◽  
Jingyi Zhu
Keyword(s):  
Robust Hedging

scholarly journals Robust Hedging of Options on Local Time

2015 ◽  
Author(s):  
Julien Claisse ◽  
Gaoyue Guo ◽  
Pierre Henry-Labordere
Keyword(s):  
Local Time ◽  
Robust Hedging

scholarly journals Robust hedging with proportional transaction costs

2014 ◽  
Vol 18 (2) ◽  
pp. 327-347 ◽  
Author(s):  
Yan Dolinsky ◽  
H. Mete Soner
Keyword(s):  
Transaction Costs ◽  
Proportional Transaction Costs ◽  
Robust Hedging

scholarly journals Robust Hedging in Incomplete Markets

2014 ◽  
Author(s):  
Sally Shen ◽  
Antoon Pelsser ◽  
Peter C. Schotman
Keyword(s):  
Incomplete Markets ◽  
Robust Hedging

scholarly journals Robust Hedging in Incomplete Markets

2014 ◽  
Author(s):  
Sally Shen ◽  
Antoon Pelsser ◽  
Peter C. Schotman
Keyword(s):  
Incomplete Markets ◽  
Robust Hedging

scholarly journals Robust Hedging and Pathwise Calculus

2013 ◽  
Vol 20 (3) ◽  
pp. 287-303
Author(s):  
Heikki Tikanmäki
Keyword(s):  
Robust Hedging
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