ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (Q2862515)

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ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES
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    title
    ON OPTIMAL SUPER-HEDGING AND SUB-HEDGING STRATEGIES (English)
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    author
    Yukihiro Tsuzuki
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    publication date
    15 November 2013
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    zbMATH DE Number
    6227544
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    zbMATH Keywords
    super-hedging
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    sub-hedging
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    super-replication
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    sub-replication
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    model-independent
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