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

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dc.contributor.authorKedra, Jarek
dc.contributor.authorLibman, Assaf
dc.contributor.authorSteblovskaya, Victoria
dc.contributor.institutionUniversity of Aberdeen.Mathematical Scienceen
dc.date.accessioned2025-08-15T23:29:24Z
dc.date.available2025-08-15T23:29:24Z
dc.date.embargoedUntil2025-08-16
dc.date.issued2025-02-17
dc.description.statusPeer revieweden
dc.format.extent486286
dc.identifier301542635
dc.identifierffbd786c-b279-40a5-bd64-1661ad79a370
dc.identifier105006817437
dc.identifier.citationKedra, 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.en
dc.identifier.issn1547-7363
dc.identifier.urihttps://hdl.handle.net/2164/25866
dc.language.isoeng
dc.relation.ispartofTheory of Probability and Mathematical Statisticsen
dc.subjectQA Mathematicsen
dc.subject.lccQAen
dc.titleMinimum cost super-hedging in a discrete time incomplete multi-asset binomial marketen
dc.typeJournal articleen

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