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Superreplication Under Gamma Constraints - MaRDI portal

Superreplication Under Gamma Constraints (Q4507445)

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scientific article; zbMATH DE number 1519344
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English
Superreplication Under Gamma Constraints
scientific article; zbMATH DE number 1519344

    Statements

    title
    Superreplication Under Gamma Constraints (English)
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    author
    Nizar Touzi
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    Halil Mete Soner
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    publication date
    18 October 2000
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    Mathematics Subject Classification ID
    91G10
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    60H30
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    35K55
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    49J20
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    zbMATH DE Number
    1519344
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    zbMATH Keywords
    superreplication
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    gamma constraint
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    stochastic control
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    viscosity solution
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    stochastic analysis
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    Wikidata QID
    Q57635970
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