On an optimization problem related to static super-replicating strategies (Q475663): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:23, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an optimization problem related to static super-replicating strategies |
scientific article |
Statements
On an optimization problem related to static super-replicating strategies (English)
0 references
27 November 2014
0 references
Asian options
0 references
basket options
0 references
comonotonicity
0 references
super-hedging strategies
0 references
