When terminal facelift enforces delta constraints (Q2339121)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When terminal facelift enforces delta constraints |
scientific article |
Statements
When terminal facelift enforces delta constraints (English)
0 references
30 March 2015
0 references
superreplication
0 references
portfolio constraints
0 references
viability
0 references
facelift
0 references
BSDEs
0 references
