NUMERICAL APPROXIMATION FOR A SUPERREPLICATION PROBLEM UNDER GAMMA CONSTRAINTS
Autor: | BOKANOWSKI, OLIVIER, BRUDER, BENJAMIN, MAROSO, STEFANIA, ZIDANI, HASNAA |
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Zdroj: | SIAM Journal on Numerical Analysis, 2009 Jan 01. 47(3), 2289-2320. |
Databáze: | JSTOR Journals |
Externí odkaz: |