Hedging under gamma constraints by optimal stopping and face-lifting

H. Mete Soner, Nizar Touzi

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Fingerprint

Dive into the research topics of 'Hedging under gamma constraints by optimal stopping and face-lifting'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Engineering & Materials Science

Social Sciences