Alet Roux

Filter

2015

Linear vector optimization and European option pricing under proportional transaction costs
Roux, A. & Zastawniak, T., 2015, Set Optimization and Applications - The State of the Art: From Set Relation to Set-Valued Risk Measures. Hamel, A. H., Heyde, F., Löhne, A., Rudloff, B. & Schrage, C. (eds.). Springer, p. 159-176 28 p. (Springer Proceedings in Mathematics & Statistics; no. 151).
Research output: Chapter in Book/Report/Conference proceeding › Chapter (peer-reviewed) › peer-review

Research output