On superhedging under delta constraints
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Publication:4551202
DOI10.1080/13504860210150941zbMath1014.91037OpenAlexW2093283527MaRDI QIDQ4551202
Publication date: 5 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860210150941
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Related Items (2)
Hedging costs for two large investors ⋮ On dynamic programming equations for utility indifference pricing under delta constraints
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