"Model-independent superhedging under portfolio constraints."

Arash Fahim, Yu-Jui Huang (2016)

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DOI: 10.1007/S00780-015-0284-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/FahimH16
Arash Fahim, Yu-Jui Huang:
Model-independent superhedging under portfolio constraints. Finance Stochastics 20(1): 51-81 (2016)

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