Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019)
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: Barrier Option Hedging under Constraints: A Viscosity Approach |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier Option Hedging under Constraints: A Viscosity Approach |
scientific article |
Statements
Barrier Option Hedging under Constraints: A Viscosity Approach (English)
0 references
24 September 2007
0 references
superrepliation
0 references
portfolio constraints
0 references
viscosity solutions
0 references
