The following pages link to (Q3369469):
Displaying 6 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- A guaranteed deterministic approach to superhedging: financial market model, trading constraints, and the Bellman-Isaacs equations (Q2034828) (← links)
- (Q3120795) (← links)
- Robust Control Approach to Digital Option Pricing:Synthesis Approach (Q3646716) (← links)
- A Robust Control Framework for Option Pricing (Q4339382) (← links)
- (Q4981562) (← links)