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scientific article; zbMATH DE number 2202836
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English
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scientific article; zbMATH DE number 2202836

    Statements

    author
    Pierre Bernhard
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    publication date
    5 September 2005
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    zbMATH Keywords
    robustness
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    option pricing
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    differential game
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    portfolio
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    hedging
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    transaction costs
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91A80
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    93B35
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    zbMATH DE Number
    2202836
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