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Applied Mathematical Finance Volume 28, 2021 - Issue 6
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Research Article

Semi-Robust Replication of Barrier-Style Claims on Price and Volatility

Peter Carra Courant Institute, New York University, New York, NY, USAORCID Iconhttps://orcid.org/0000-0002-1628-8454
ORCID Icon,
Roger Leeb Department of Mathematics, University of Chicago, Chicago, IL, USAORCID Iconhttps://orcid.org/0000-0002-6665-247X
ORCID Icon &
Matthew Lorigc Department of Applied Mathematics, University of Washington, Seattle, WA, USACorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-5307-3447
ORCID Icon
Pages 534-559 | Received 09 Jan 2022, Accepted 01 Aug 2022, Published online: 15 Aug 2022

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