Arbitrage and Super-Replication Cost with Convex Constraints
Year of publication: |
1997
|
---|---|
Authors: | Carassus, L. ; Pham, H. ; Touzi, N. |
Institutions: | Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne |
Subject: | FINANCIAL MARKET | PRICING | ARBITRAGE |
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