Super-replication in stochastic volatility models under portfolio constraints (Q4935343): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2075749097 / rank | |||
Normal rank | |||
Revision as of 21:05, 19 March 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)
0 references
10 April 2000
0 references
super-replication
0 references
stochastic volatility
0 references
portfolio constraints
0 references
hedging
0 references
viscosity solutions
0 references
