Model-Free Bounds for Option Prices in Incomplete Markets
Yannick Dillschneider
- Erasmus Econometric Institute Series
Yannick Dillschneider
Fabian Krüger (Karlsruhe Institute of Technology, Germany)
Pasquale Della Corte (Imperial College London, United Kingdom)
Ming Yuan (Columbia University, United States)
Peter Grünwald (Leiden University)
Patrick Gagliardini (University of Lugano, Switzerland)
Johanna Ziegel (ETH Zurich, Switzerland)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Federico Bandi (Johns Hopkins University, United States)