Superreplication of Financial Derivatives via Convex Programming
Published Online:20 Mar 2017https://doi.org/10.1287/mnsc.2017.2786
Supplemental Material
mnsc.2017.2786-sm.pdf (227 KB)
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Volume 63, Issue 7
July 2017
Pages 2049-2395
Article Information
Supplemental Material
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Information
- Received:July 16, 2015
- Accepted:March 15, 2016
- Published Online:March 20, 2017
Copyright © 2017, INFORMS
Cite as
Nabil Kahalé (2017) Superreplication of Financial Derivatives via Convex Programming. Management Science 63(7):2323-2339.
https://doi.org/10.1287/mnsc.2017.2786
Keywords
