Perturbation analysis of sub/super hedging problems (Q6054380)
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scientific article; zbMATH DE number 7743035
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perturbation analysis of sub/super hedging problems |
scientific article; zbMATH DE number 7743035 |
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Perturbation analysis of sub/super hedging problems (English)
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28 September 2023
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duality
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infinite-dimensional linear programing
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perturbation methods
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super-hedging
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