Guaranteed Deterministic Approach to Superhedging: Sensitivity of Solutions of the Bellman-Isaacs Equations and Numerical Methods
Crossref DOI link: https://doi.org/10.1007/s10598-020-09499-3
Published Online: 2020-10-15
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Smirnov, S. N.
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Article History
First Online: 15 October 2020