"On an optimization problem related to static super-replicating strategies."

Xinliang Chen et al. (2015)

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DOI: 10.1016/J.CAM.2014.10.003

access: open

type: Journal Article

metadata version: 2021-02-16

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Xinliang Chen, Griselda Deelstra, Jan Dhaene, Daniël Linders, Michèle Vanmaele:
On an optimization problem related to static super-replicating strategies. J. Comput. Appl. Math. 278: 213-230 (2015)

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