Robust control approach to digital option pricing: synthesis approach

Conference paper (2006)

Authors

P. Bernhard External organisation
S Thiery External organisation
G.J. Olsder Discrete Mathematics and Optimization - EEMCS
Research Group
Discrete Mathematics and Optimization (EEMCS) (TU Delft)
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Published Date

2006

Language

Undefined/Unknown

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Discrete Mathematics and Optimization