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Correction: Smirnov, S. A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options. Mathematics 2019, 7 , 1246

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  • Sergey Smirnov

    (Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Leninskie Gory 1/52, 119991 Moscow, Russia
    Financial Engineering and Risk Management Laboratory, National Research University Higher School of Economics, 20 Myasnitskaya Ulitsa, 101000 Moscow, Russia)

Abstract

The author is sorry to report that the statement in Proposition 1 in the paper [...]

Suggested Citation

  • Sergey Smirnov, 2022. "Correction: Smirnov, S. A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options. Mathematics 2019, 7 , 1246," Mathematics, MDPI, vol. 10(23), pages 1-4, November.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:23:p:4521-:d:988866
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    1. Sergey Smirnov, 2019. "A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options," Mathematics, MDPI, vol. 7(12), pages 1-19, December.
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