Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019)
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scientific article; zbMATH DE number 5194915
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Barrier Option Hedging under Constraints: A Viscosity Approach |
scientific article; zbMATH DE number 5194915 |
Statements
Barrier Option Hedging under Constraints: A Viscosity Approach (English)
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24 September 2007
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superrepliation
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portfolio constraints
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viscosity solutions
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0.9103909
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0.9092322
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0.9086944
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0.90569687
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0.90501666
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0.9004497
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0.89601874
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