"Model risk and discretisation of locally risk-minimising strategies."

Xianming Sun et al. (2017)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2016.07.009

access: open

type: Journal Article

metadata version: 2021-02-16

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcam/SunSKV17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/SunSKV17
Xianming Sun, Thorsten Schulz, Asma Khedher, Michèle Vanmaele:
Model risk and discretisation of locally risk-minimising strategies. J. Comput. Appl. Math. 311: 38-53 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.