On an optimization problem related to static super-replicating strategies
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Publication:475663
DOI10.1016/j.cam.2014.10.003zbMath1299.91140OpenAlexW2036184769MaRDI QIDQ475663
Daniël Linders, Michèle Vanmaele, Griselda Deelstra, Xinliang Chen, Jan Dhaene
Publication date: 27 November 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.10.003
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