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"When terminal facelift enforces delta constraints."

Jean-François Chassagneux, Romuald Elie, Idris Kharroubi (2015)

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DOI: 10.1007/S00780-015-0260-4

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - journals/fs/ChassagneuxEK15
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  - https://dblp.org/rec/journals/fs/ChassagneuxEK15
Jean-François Chassagneux, Romuald Elie, Idris Kharroubi:
When terminal facelift enforces delta constraints. Finance Stochastics 19(2): 329-362 (2015)

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