scientific article; zbMATH DE number 6603136

zbMATH Open1341.91002MaRDI QIDQ3178401FDOQ3178401

Jean-Francois Chassagneux, Bruno Bouchard

Publication date: 12 July 2016

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial applications of other theories (91G80)

Cited In (3)

• Risk-neutral valuation: Pricing and hedging of financial derivatives
• Title not available (Why is that?)
• When terminal facelift enforces delta constraints

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