Erratum to: A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options.

Autor: Bouveret, Géraldine1 geraldine.bouveret@smithschool.ox.ac.uk, Chassagneux, Jean-François2 jean-francois.chassagneux@univ-paris-diderot.fr
Zdroj: Applied Mathematics & Optimization. Dec2018, Vol. 78 Issue 3, p493-493. 1p.
Databáze: Academic Search Ultimate
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