"Superreplication of European multiasset derivatives with bounded ..."

Fausto Gozzi, Tiziano Vargiolu (2002)

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DOI: 10.1007/S001860200172

access: closed

type: Journal Article

metadata version: 2020-03-03

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Fausto Gozzi, Tiziano Vargiolu:
Superreplication of European multiasset derivatives with bounded stochastic volatility. Math. Methods Oper. Res. 55(1): 69-91 (2002)

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