Arbitrage and Super-Replication Cost with Convex Constraints

Carassus Carassus, Hieu Pham and Elyès Jouini ()
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Carassus Carassus: Crest

No 97-57, Working Papers from Center for Research in Economics and Statistics

Date: 1997
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Working Paper: Arbitrage and Super-Replication Cost with Convex Constraints (1997)
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