Characterization of the value process in robust efficient hedging

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Publication:2247915

DOI10.1007/s10957-012-0168-5zbMath1290.49048OpenAlexW2130359522MaRDI QIDQ2247915

Erick Treviño Aguilar, Daniel Hernández-Hernández

Publication date: 30 June 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-012-0168-5






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