Benjamin Bruder, Olivier Bokanowski, Stefania Maroso, Hasnaa Zidani. Numerical approximation for a superreplication problem under gamma constraints.
SIAM Journal on Numerical Analysis, Society for Industrial and Applied Mathematics, 2009, 47 (3), pp.2289-2320.
⟨10.1137/080725222⟩.
⟨hal-00278077⟩