scientific article

zbMath1296.91267MaRDI QIDQ3190964

Alet Roux, Zastawniak, Tomasz, Chih-Yuan Tien

Publication date: 19 September 2014

Full work available at URL: http://gsajournal.yolasite.com/resources/7.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic optimisationtransaction costsconvex dualityderivative securities

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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