OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (Q3520538)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH |
scientific article |
Statements
OPTIMAL SUPERHEDGING UNDER NON-CONVEX CONSTRAINTS — A BSDE APPROACH (English)
0 references
26 August 2008
0 references
0 references