Definition of Subhedging. Meaning of Subhedging. Synonyms of Subhedging

Here you will find one or more explanations in English for the word Subhedging. Also in the bottom left of the page several parts of wikipedia pages related to the word Subhedging and, of course, Subhedging synonyms and on the right images related to the word Subhedging.

Definition of Subhedging

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Meaning of Subhedging from wikipedia

- for option prices. In incomplete markets, the bounds are given by the subhedging and superhedging prices. The essence of no-arbitrage in mathematical finance...
- of a self-financing portfolio at each time}}\}} .[citation needed] The subhedging price is the greatest value that can be paid so that in any possible situation...
- {\displaystyle v^{sup}(k),v^{sub}(k)} are the superhedging price and subhedging prices respectively then v s u b ( k ) ≤ v ( k ) ≤ v s u p ( k ) {\displaystyle...
- price bounds are the no-arbitrage price bounds, and correspond to the subhedging and superhedging prices. The no-arbitrage bounds are the greatest extremes...