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scientific article; zbMATH DE number 6308036
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scientific article; zbMATH DE number 6308036

    Statements

    author
    Pierre Bernhard
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    Naïma El Farouq
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    publication date
    24 June 2014
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    zbMATH Keywords
    option pricing
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    viscosity solutions
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    robust control
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91A80
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    91A23
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    93B35
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    49N90
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    zbMATH DE Number
    6308036
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