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"The Robust Superreplication Problem: A Dynamic Approach."

Laurence Carassus, Jan Oblój, Johannes Wiesel (2019)

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DOI: 10.1137/18M1235934

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/siamfm/CarassusOW19
Laurence Carassus, Jan Oblój, Johannes Wiesel:
The Robust Superreplication Problem: A Dynamic Approach. SIAM J. Financial Math. 10(4): 907-941 (2019)

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