검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Barrier option hedging under constraints: A viscosity approach Bentahar I, Bouchard B SIAM Journal on Control and Optimization, 45(5), 1846, 2006 |
| 2 |
Superreplication under gamma constraints Soner HM, Touzi N SIAM Journal on Control and Optimization, 39(1), 73, 2000 |