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"Robust option pricing: Hannan and Blackwell meet Black and Scholes."

Peter M. DeMarzo, Ilan Kremer, Yishay Mansour (2016)

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DOI: 10.1016/J.JET.2016.01.009

access: closed

type: Journal Article

metadata version: 2020-02-24

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  - https://dblp.org/rec/journals/jet/DeMarzoKM16
Peter M. DeMarzo, Ilan Kremer, Yishay Mansour:
Robust option pricing: Hannan and Blackwell meet Black and Scholes. J. Econ. Theory 163: 410-434 (2016)

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