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A Short Note on Super-Hedging an Arbitrary Number of Europe..:
Cherif, Dorsaf
;
El Mansour, Meriam
;
Lepinette, Emmanuel
Journal of Optimization Theory and Applications. 201 (2024) 3 - p. 1301-1312 , 2024
Link:
https://doi.org/10.1007/s10957-024-02409-2
RT Journal T1 <Title>A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1007_s10957-024-02409-2&Exemplar=1&LAN=DE A1 Cherif, Dorsaf A1 El Mansour, Meriam A1 Lepinette, Emmanuel PB Springer Science and Business Media LLC YR 2024 SN 0022-3239 SN 1573-2878 JF Journal of Optimization Theory and Applications VO 201 IS 3 SP 1301 OP 1312 LK http://dx.doi.org/https://doi.org/10.1007/s10957-024-02409-2 DO https://doi.org/10.1007/s10957-024-02409-2 SF ELIB - SuUB Bremen
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