Robust Financial Portfolio Management Framework

This is a test version of documentation of robustfpm framework for solving Bellman-Isaacs equations in pricing and superhedging an option (or a portfolio) under a robust financial portfolio management framework.

Contents:

• Installation
• How-To: Beginners' steps
  • Load package and create basic options
  • Creating solver and solving some problems
• How-To: Advanced techniques
• About Robust Financial Portfolio Management Framework

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