Superreplication of European multiasset derivatives with bounded stochastic volatility
| Year of publication: |
2002
|
|---|---|
| Authors: | Gozzi, Fausto ; Vargiolu, Tiziano |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 55.2002, 1, p. 69-92
|