Robust control approach to digital option pricing: synthesis approach

P Bernhard, S Thiery, GJ Olsder

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

Original language	Undefined/Unknown
Title of host publication	Proceedings of the twelfth international symposium on dynamic games and applications
Editors	P Bernhard, V Gaitsgory, O Pourtallier
Place of Publication	Sophia Antipolis
Publisher	INRIA
Pages	-
Publication status	Published - 2006
Event	The twelfth international symposium on dynamic games and applications - Sophia Antipolis Duration: 3 Jul 2006 → 6 Jul 2006

Name
Publisher	INRIA

Conference	The twelfth international symposium on dynamic games and applications
Period	3/07/06 → 6/07/06

Keywords

@inproceedings{f7d52ca68eb94266a265533d10074071,

title = "Robust control approach to digital option pricing: synthesis approach",

keywords = "Wiskunde en Informatica, Techniek, technische Wiskunde en Informatica, Conf.proc. > 3 pag",

author = "P Bernhard and S Thiery and GJ Olsder",

year = "2006",

language = "Undefined/Unknown",

publisher = "INRIA",

pages = "--",

editor = "P Bernhard and V Gaitsgory and O Pourtallier",

booktitle = "Proceedings of the twelfth international symposium on dynamic games and applications",

note = "The twelfth international symposium on dynamic games and applications ; Conference date: 03-07-2006 Through 06-07-2006",

}

Robust control approach to digital option pricing: synthesis approach. / Bernhard, P; Thiery, S; Olsder, GJ.
Proceedings of the twelfth international symposium on dynamic games and applications. ed. / P Bernhard; V Gaitsgory; O Pourtallier. Sophia Antipolis: INRIA, 2006. p. -.

Research output: Chapter in Book/Conference proceedings/Edited volume › Conference contribution › Scientific

TY - GEN

T1 - Robust control approach to digital option pricing: synthesis approach

AU - Bernhard, P

AU - Thiery, S

AU - Olsder, GJ

PY - 2006

Y1 - 2006

KW - Wiskunde en Informatica

KW - Techniek

KW - technische Wiskunde en Informatica

KW - Conf.proc. > 3 pag

M3 - Conference contribution

SP - -

BT - Proceedings of the twelfth international symposium on dynamic games and applications

A2 - Bernhard, P

A2 - Gaitsgory, V

A2 - Pourtallier, O

PB - INRIA

CY - Sophia Antipolis

T2 - The twelfth international symposium on dynamic games and applications

Y2 - 3 July 2006 through 6 July 2006

ER -