Pages that link to "Item:Q3593019"

The following pages link to Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019):

Displaying 2 items.

• The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
• A Stochastic Target Approach for P&L Matching Problems (Q2925345) (← links)