Erratum: The Robust Superreplication Problem: A Dynamic Approach (Q5092724)
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scientific article; zbMATH DE number 7562468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Erratum: The Robust Superreplication Problem: A Dynamic Approach |
scientific article; zbMATH DE number 7562468 |
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Erratum: The Robust Superreplication Problem: A Dynamic Approach (English)
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22 July 2022
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robust pricing and hedging
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superhedging
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dynamic programming principle
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concave envelope
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dynamic robust approach
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