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"Numerical Approximation for a Superreplication Problem under Gamma ..."

Olivier Bokanowski et al. (2009)

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DOI: 10.1137/080725222

access: closed

type: Journal Article

metadata version: 2022-04-09

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Olivier Bokanowski, Benjamin Bruder, Stefania Maroso, Hasnaa Zidani:
Numerical Approximation for a Superreplication Problem under Gamma Constraints. SIAM J. Numer. Anal. 47(3): 2289-2320 (2009)

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