Superreplication Under Gamma Constraints (Q4507445)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Superreplication Under Gamma Constraints |
scientific article; zbMATH DE number 1519344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superreplication Under Gamma Constraints |
scientific article; zbMATH DE number 1519344 |
Statements
Superreplication Under Gamma Constraints (English)
0 references
18 October 2000
0 references
superreplication
0 references
gamma constraint
0 references
stochastic control
0 references
viscosity solution
0 references
stochastic analysis
0 references
