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Autor:
Dario R. Crisci
This paper studies the explicit calculation of the set of superhedging (and underhedging) portfolios where one asset is used to superhedge another in a discrete time setting. A general operational framework is proposed and trajectory models are defin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::94a9082c8e8ef9389b6f700e15173f3b
https://doi.org/10.32920/ryerson.14665113
https://doi.org/10.32920/ryerson.14665113
