When terminal facelift enforces delta constraints (Q2339121)
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scientific article; zbMATH DE number 6421256
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| English | When terminal facelift enforces delta constraints |
scientific article; zbMATH DE number 6421256 |
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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0.8409088850021362
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0.8371075987815857
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0.7991365194320679
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