The multi-dimensional super-replication problem under gamma constraints (Q2575852): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2042683957 / rank | |||
Normal rank | |||
Revision as of 19:47, 19 March 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)
0 references
7 December 2005
0 references
Black-Scholes hedging strategy
0 references
viscosity property
0 references
