Super-replication in stochastic volatility models under portfolio constraints (Q4935343): Difference between revisions
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Latest revision as of 15:23, 30 December 2024
scientific article; zbMATH DE number 1395824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Super-replication in stochastic volatility models under portfolio constraints |
scientific article; zbMATH DE number 1395824 |
Statements
Super-replication in stochastic volatility models under portfolio constraints (English)
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10 April 2000
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super-replication
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stochastic volatility
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portfolio constraints
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hedging
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viscosity solutions
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