Robust Control Approach to Digital Option Pricing:Synthesis Approach
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Publication:3646716
DOI10.1007/978-0-8176-4834-3_15zbMath1180.91296MaRDI QIDQ3646716
Stéphane Thiery, Pierre Bernhard, Geert Jan Olsder
Publication date: 27 November 2009
Published in: Annals of the International Society of Dynamic Games (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-8176-4834-3_15
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
Cites Work