The multi-dimensional super-replication problem under gamma constraints (Q2575852): Difference between revisions
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Revision as of 19:44, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The multi-dimensional super-replication problem under gamma constraints |
scientific article |
Statements
The multi-dimensional super-replication problem under gamma constraints (English)
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7 December 2005
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Black-Scholes hedging strategy
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viscosity property
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