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On Utility-Based Superreplication Prices of Contingent Claims with Unbounded Payoffs
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- Journal:
- Journal of Applied Probability / Volume 44 / Issue 4 / December 2007
- Published online by Cambridge University Press:
- 14 July 2016, pp. 880-888
- Print publication:
- December 2007
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Superreplication of Options on Several Underlying Assets
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- Journal:
- Journal of Applied Probability / Volume 42 / Issue 1 / March 2005
- Published online by Cambridge University Press:
- 14 July 2016, pp. 27-38
- Print publication:
- March 2005
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