Bentahar, Imen; Bouchard, Bruno - 2006
SFB 649 Discussion Paper 2006-022
Barrier Option Hedging
under Constraints:
A Viscosity Approach
Imen Bentahar*
Bruno Bouchard**
* Technische Universität Berlin, Germany
** Université Paris VI, LPMA, and CREST, Paris, France
This research was supported by the...
