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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
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No arbitrage in discrete time under portfolio constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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ARTICLES - No Arbitrage in Discrete Time under Portfolio Constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10008216988
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No Arbitrage in Discrete Time Under Portfolio Constraints
Carassus, Laurence; Pham, Huyeˆn; Touzi, Nizar - In: Mathematical Finance 11 (2001) 3, pp. 315-329
Persistent link: https://www.econbiz.de/10005139688