Model-independent superhedging under portfolio constraints Journal Article

Overview

CU Boulder Authors

• Huang, Yu-Jui

publication date

• January 1, 2016

has restriction

• closed

Date in CU Experts

• January 25, 2017 8:48 AM

Full Author List

• Fahim A; Huang Y-J

author count

• 2

citation count

• 14

published in

• Finance and Stochastics  Journal

Other Profiles

International Standard Serial Number (ISSN)

• 0949-2984

Electronic International Standard Serial Number (EISSN)

• 1432-1122

Digital Object Identifier (DOI)

• https://doi.org/10.1007/s00780-015-0284-9

Additional Document Info

start page

• 51

end page

• 81

volume

• 20

issue

• 1