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"Barrier Option Hedging under Constraints: A Viscosity Approach."

Imen Bentahar, Bruno Bouchard (2006)

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DOI: 10.1137/06065324X

access: closed

type: Journal Article

metadata version: 2020-07-09

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  dblp key:
  - journals/siamco/BentaharB06
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  - https://dblp.org/rec/journals/siamco/BentaharB06
Imen Bentahar, Bruno Bouchard:
Barrier Option Hedging under Constraints: A Viscosity Approach. SIAM J. Control. Optim. 45(5): 1846-1874 (2006)

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