Numerical methods for model-free pricing in finance, optimal transport, and cyber risk management
Qikun Xiang
Abstract:This thesis contains material from two papers published in the following peer-reviewed journals in which I am listed as an author.Chapter 2 is published as Ariel Neufeld, Antonis Papapantoleon, and Qikun Xiang. Model-free bounds for multi-asset options using option-implied information and their exact computation.
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