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An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market - MaRDI portal

An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044)

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scientific article; zbMATH DE number 5233537
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An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market
scientific article; zbMATH DE number 5233537

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    An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (English)
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    8 February 2008
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