Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Control Approach to Digital Option Pricing:Synthesis Approach |
scientific article |
Statements
Robust Control Approach to Digital Option Pricing:Synthesis Approach (English)
0 references
27 November 2009
0 references
differential games
0 references
Isaacs' equation
0 references
option pricing
0 references
