Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716)

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Robust Control Approach to Digital Option Pricing:Synthesis Approach
scientific article

    Statements

    title
    Robust Control Approach to Digital Option Pricing:Synthesis Approach (English)
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    author
    Stéphane Thiery
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    Pierre Bernhard
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    Q593490
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    publication date
    27 November 2009
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    zbMATH Keywords
    differential games
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    Isaacs' equation
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    option pricing
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    Identifiers

    zbMATH DE Number
    5639801
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