Partial super-hedging of derivatives with model risk
Crossref DOI link: https://doi.org/10.1007/s13160-017-0267-7
Published Online: 2017-09-09
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Matsumoto, Koichi
Funding for this research was provided by:
KAKENHI (23740080, 15K03544)
License valid from 2017-09-09