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"Game-theoretic derivation of upper hedging prices of multivariate ..."

Takeru Matsuda, Akimichi Takemura (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1806-07626
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1806-07626
Takeru Matsuda, Akimichi Takemura:
Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity. CoRR abs/1806.07626 (2018)

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