
Guaranteed deterministic approach to superhedging: properties of binary European option
Author(s) -
С. Н. Смирнов,
Andrey Yurievich Zanochkin
Publication year - 2020
Publication title -
vestnik tverskogo gosudarstvennogo universiteta. seriâ prikladnaâ matematika
Language(s) - English
Resource type - Journals
ISSN - 1995-0136
DOI - 10.26456/vtpmk554
Subject(s) - binary number , mathematics , mathematical economics , computer science , arithmetic