Model-independent pricing with insider information: a Skorokhod embedding approach

Acciaio B, Cox AM, Huesmann M

Research article (journal) | Peer reviewed

Details about the publication

Volume53
Issue1
Page range30-56
StatusPublished
Release year2021
Language in which the publication is writtenEnglish

Authors from the University of Münster

Huesmann, Martin
Professorship of applied mathematics