When terminal facelift enforces delta constraints
Chassagneux, Jean-François, Elie, Romuald, Kharroubi, IdrisVolume:
19
Language:
english
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-015-0260-4
Date:
April, 2015
File:
PDF, 1.04 MB
english, 2015