Yingshan Chen

National University of Singapore (NUS) - Department of Mathematics

10 Kent Ridge Crescent

Singapore, 119260

Singapore

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Superhedging Under Ratio Constraint

Number of pages: 20 Posted: 31 Dec 2014
Yingshan Chen, Min Dai, Jing Xu and Mingyu Xu
National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) - Department of Mathematics, National University of Singapore (NUS) - Department of Mathematics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
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Abstract:

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superhedging, ratio constraint, dominating claim, counterexample