Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barrier Option Hedging under Constraints: A Viscosity Approach |
scientific article |
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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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