Received: 7 July 2020   Accepted: 16 March 2021
DOI: 10.1111/mafi.12308

ORIGINAL ARTICLE


Option pricing models without probability:
A rough paths approach
John Armstrong1               Claudio Bellani2            Damiano Brigo2
Thomas Cass2
1  King’s College London, London, UK
2                           Abstract
Department of Mathematics, Imperial
College London, London, UK               We describe the pricing and hedging of financial options
                            without the use of  ...