Minimum cost super-hedging in a discrete time incomplete multi-asset binomial market

Kedra, Jarek; Libman, Assaf; Steblovskaya, Victoria

Minimum cost super-hedging in a discrete time incomplete multi-asset binomial market

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Kedra_etal_TPMS_Minimum_Cost_Super-Hedging_AAM.pdf (474.89 KB)

Date

2025-02-17

Authors

Kedra, Jarek

Libman, Assaf

Steblovskaya, Victoria

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Kedra, J, Libman, A & Steblovskaya, V 2025, 'Minimum cost super-hedging in a discrete time incomplete multi-asset binomial market', Theory of Probability and Mathematical Statistics.

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https://hdl.handle.net/2164/25866

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Minimum cost super-hedging in a discrete time incomplete multi-asset binomial market

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