Superhedging Strategies and Balayage in Discrete Time
2004
Details
Title
Superhedging Strategies and Balayage in Discrete Time
Author(s)
Deparis, Simone ; Martini, Claude ; Dalang, Robert ; Dozzi, Marco ; Russo, Francesco
Published in
Random Fields and Applications
Series
Progress in Probability
Volume
58
Conference
4th Ascona Conference on Stochastic Analysis, Ascona, May 2002
Date
2004
Publisher
Birkhäuser Verlag
Other identifier(s)
View record in Web of Science
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > SB Archives > CMCS - Chair of Modelling and Scientific Computing
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > SCI-SB-SD Deparis Group
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Conference Papers
Work produced at EPFL
Published
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > SCI-SB-SD Deparis Group
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Conference Papers
Work produced at EPFL
Published
Record creation date
2007-12-13