Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716): Difference between revisions
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Property / author: Geert Jan Olsder / rank | |||
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Property / cites work: Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm / rank | |||
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Latest revision as of 05:09, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Robust Control Approach to Digital Option Pricing:Synthesis Approach |
scientific article |
Statements
Robust Control Approach to Digital Option Pricing:Synthesis Approach (English)
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27 November 2009
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differential games
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Isaacs' equation
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option pricing
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