The multi-dimensional super-replication problem under gamma constraints
| Autor: | Cheridito, Patrick1 dito@princeton.edu, Soner, H. Mete2 msoner@ku.edu.tr, Touzi, Nizar3 touzi@ensae.fr |
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| Zdroj: | Annales de l'Institut Henri Poincaré C. Sep2005, Vol. 22 Issue 5, p633-666. 34p. |
| Databáze: | Academic Search Ultimate |
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