Superreplication of European multiasset derivatives with bounded stochastic volatility

Fausto Gozzi, Tiziano Vargiolu. Superreplication of European multiasset derivatives with bounded stochastic volatility. Math. Meth. of OR, 55(1):69-91, 2002. [doi]

Authors

Fausto Gozzi

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Tiziano Vargiolu

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