Direct Characterization of the Value of Super-Replication under Stochastic Volatility and Portfolio Constraints.
Year of publication: |
1999
|
---|---|
Authors: | Touzi, N. |
Institutions: | Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne |
Subject: | CAPITAL | PROGRAMME EVALUATION | RISK |
-
Rising skill premium and the dynamics of optimal capital and labor taxation
Tsai, Yi-Chan, (2022)
-
Cui, Wei, (2014)
-
On the long-standing issue of the internal rate of return: a complete resolution
Magni, Carlo Alberto, (2010)
- More ...
-
Super-Replication Under Gamma Constraints.
Soner, H.M., (1999)
-
Continuous-Time Dynkin Games with Mixed Strategies.
Touzi, N., (1999)
-
Arbitrage and Super-Replication Cost with Convex Constraints
Carassus, L., (1997)
- More ...