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Approximation and asymptotics in the superhedging problem for binary options - MaRDI portal

Approximation and asymptotics in the superhedging problem for binary options (Q6655447)

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scientific article; zbMATH DE number 7960512
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Approximation and asymptotics in the superhedging problem for binary options
scientific article; zbMATH DE number 7960512

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    Approximation and asymptotics in the superhedging problem for binary options (English)
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    23 December 2024
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    superhedging
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    binary option
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    guaranteed approach
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    stopped process
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