"Superhedging of American options on an incomplete market with discrete ..."

Vladimir M. Khametov, Elena A. Shelemekh (2015)

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DOI: 10.1134/S0005117915090088

access: closed

type: Journal Article

metadata version: 2020-07-03

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Vladimir M. Khametov, Elena A. Shelemekh:
Superhedging of American options on an incomplete market with discrete time and finite horizon. Autom. Remote. Control. 76(9): 1616-1634 (2015)

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