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A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies.

Dorsaf CherifMeriam El MansourEmmanuel Lépinette
Published in: J. Optim. Theory Appl. (2024)
Keyphrases
  • integer valued
  • small number
  • maximum number
  • data mining
  • search engine
  • case study
  • probabilistic model
  • text mining
  • information retrieval systems
  • random variables
  • search strategies