When terminal facelift enforces delta constraints (Q2339121)
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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)
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30 March 2015
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superreplication
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portfolio constraints
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viability
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facelift
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BSDEs
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