When terminal facelift enforces delta constraints
Jean-François Chassagneux, Romuald Elie, Idris Kharroubi
| Year of publication: |
April 2015
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|---|---|
| Authors: | Chassagneux, Jean-François ; Elie, Romuald ; Kharroubi, Idris |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 2, p. 329-362
|
| Subject: | Superreplication | Portfolio constraints | Viability | Facelift | BSDEs | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-015-0260-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417951