On an optimization problem related to static super-replicating strategies (Q475663)
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scientific article; zbMATH DE number 6374499
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| English | On an optimization problem related to static super-replicating strategies |
scientific article; zbMATH DE number 6374499 |
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On an optimization problem related to static super-replicating strategies (English)
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27 November 2014
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Asian options
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basket options
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comonotonicity
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super-hedging strategies
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0.8335083723068237
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0.7792667150497437
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0.7756123542785645
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0.7719952464103699
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