Model-Free Bounds for Option Prices in Incomplete Markets
Yannick Dillschneider
- Erasmus Econometric Institute Series
Yannick Dillschneider
Vasilis Sarafidis (Brunel University London, United Kingdom)
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Pasquale Della Corte (Imperial College London, United Kingdom)
Ekaterina Kazak (University of Birmingham, United Kingdom)
Ming Yuan (Columbia University, United States)
Peter Grünwald (Leiden University)
Martina Pons (University of Zurich, Switzerland)
Noah Stegehuis
Patrick Gagliardini (University of Lugano, Switzerland)
Keynote speakers: Maryam Farboodi (MIT, United States), Patrick Gagliardini (USI, Switzerland), and Andrea Vedolin (Boston University, United States)
Keynote: Stefanie Stantcheva (Harvard University, United States)
Rasmus Lönn (Erasmus University Rotterdam)
Johanna Ziegel (ETH Zurich, Switzerland)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Giovanni Mellace (University of Southern Denmark)
Gabriele Mingoli
Chris Muris (McMaster University, Canada)