NUMERICAL APPROXIMATION FOR A SUPERREPLICATION PROBLEM UNDER GAMMA CONSTRAINTS

Autor: BOKANOWSKI, OLIVIER, BRUDER, BENJAMIN, MAROSO, STEFANIA, ZIDANI, HASNAA
Zdroj: SIAM Journal on Numerical Analysis, 2009 Jan 01. 47(3), 2289-2320.
Databáze: JSTOR Journals