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Ariel Neufeld

ETH Zürich

Rämistrasse 101

ZUE F7

Zürich, 8092

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

104

TOTAL CITATIONS

1

Scholarly Papers (1)

1.

Model-free Price Bounds under Dynamic Option Trading

Number of pages: 25 Posted: 18 Feb 2021 Last Revised: 10 Mar 2021
Ariel Neufeld and Julian Sester
ETH Zürich and National University of Singapore (NUS)affiliation not provided to SSRN
Downloads 104 (674,591)
Citation 1

Abstract:

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Martingale optimal transport, European options, Price bounds, Sensitivity