Robust control approach to digital option pricing: synthesis approach
Book Chapter
(2009)
Author(s)
S Thiery (External organisation)
P. Bernhard (External organisation)
GJ Olsder (TU Delft - Discrete Mathematics and Optimization)
Research Group
Discrete Mathematics and Optimization
To reference this document use:
https://resolver.tudelft.nl/uuid:58599ac0-eaf1-406a-91e3-5697611c9727
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Publication Year
2009
Research Group
Discrete Mathematics and Optimization
Pages (from-to)
293-311
Publisher
Springer
ISBN (print)
9780817648336
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