A short note on super-hedging an arbitrary number of European options with integer-valued strategies (Q6582436)
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scientific article; zbMATH DE number 7891548
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A short note on super-hedging an arbitrary number of European options with integer-valued strategies |
scientific article; zbMATH DE number 7891548 |
Statements
A short note on super-hedging an arbitrary number of European options with integer-valued strategies (English)
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2 August 2024
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super-hedging prices
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European options
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integer-valued strategies
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optimal super-hedging prices
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dynamic programming principle
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