"A Short Note on Super-Hedging an Arbitrary Number of European Options with ..."

Dorsaf Cherif, Meriam El Mansour, Emmanuel Lépinette (2024)

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DOI: 10.1007/S10957-024-02409-2

access: closed

type: Journal Article

metadata version: 2024-07-19

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Dorsaf Cherif, Meriam El Mansour, Emmanuel Lépinette:
A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies. J. Optim. Theory Appl. 201(3): 1301-1312 (2024)

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