Robust control approach to digital option pricing: synthesis approach

S Thiery, P. Bernhard, GJ Olsder

Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific

2 Citations (Scopus)
Original languageUndefined/Unknown
Title of host publicationAdvances in Dynamic Games and Their Applications
EditorsP Bernhard, V Gaitsgory, O Pourtallier
Place of PublicationBoston
PublisherSpringer
Pages293-311
Number of pages462
ISBN (Print)9780817648336
Publication statusPublished - 2009

Keywords

  • Boekdeel internat.wet

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