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"Model risk and discretisation of locally risk-minimising strategies."

Xianming Sun et al. (2017)

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DOI: 10.1016/J.CAM.2016.07.009

access: open

type: Journal Article

metadata version: 2021-02-16

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  dblp key:
  - journals/jcam/SunSKV17
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  - https://dblp.org/rec/journals/jcam/SunSKV17
Xianming Sun, Thorsten Schulz, Asma Khedher, Michèle Vanmaele:
Model risk and discretisation of locally risk-minimising strategies. J. Comput. Appl. Math. 311: 38-53 (2017)

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