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"Superreplication Under Gamma Constraints."

H. Mete Soner, Nizar Touzi (2000)

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DOI: 10.1137/S0363012998348991

access: closed

type: Journal Article

metadata version: 2020-07-09

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H. Mete Soner, Nizar Touzi:
Superreplication Under Gamma Constraints. SIAM J. Control. Optim. 39(1): 73-96 (2000)

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