Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity

• Takeru Matsuda

• Akimichi Takemura

収録刊行物

• Japan Journal of Industrial and Applied Mathematics

  Japan Journal of Industrial and Applied Mathematics 37 (1), 213-248, 2019-11-01

  Springer Science and Business Media LLC

キーワード

• Applied Mathematics
• General Engineering

詳細情報

• CRID: 1361131416079571584
• NII論文ID: 210000175776
• DOI: 10.1007/s13160-019-00394-y
• ISSN: 1868937X
• ISSN: 09167005
• Web Site: http://link.springer.com/content/pdf/10.1007/s13160-019-00394-y.pdf
• Web Site: http://link.springer.com/article/10.1007/s13160-019-00394-y/fulltext.html
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