NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS.
| Autor: | TOURIN, AGNÈS1 tourina@math.mcmaster.ca |
|---|---|
| Zdroj: | International Journal of Theoretical & Applied Finance. May2006, Vol. 9 Issue 3, p401-414. 14p. 2 Charts, 7 Graphs. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|