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Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty - MaRDI portal

Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty

From MaRDI portal
Publication:6459447

DOI10.5802/msia.24zbMath1504.91309arXiv2311.08847MaRDI QIDQ6459447

Meriam El Mansour, Emmanuel Lépinette

Publication date: 15 November 2023




Mathematics Subject Classification ID

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





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