검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Optimal reflection of diffusions and barrier options pricing under constraints Bouchard B SIAM Journal on Control and Optimization, 47(4), 1785, 2008 |
| 2 |
Barrier option hedging under constraints: A viscosity approach Bentahar I, Bouchard B SIAM Journal on Control and Optimization, 45(5), 1846, 2006 |
| 3 |
Minimizing expected loss of hedging in incomplete and constrained markets Cvitanic J SIAM Journal on Control and Optimization, 38(4), 1050, 2000 |