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Optimal payoffs under state-dependent constraints

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https://halshs.archives-ouvertes.fr/halshs-00830435
Contributor : Sophie Bernardini <>
Submitted on : Wednesday, June 5, 2013 - 9:54:09 AM
Last modification on : Thursday, January 14, 2021 - 1:15:02 PM

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  • HAL Id : halshs-00830435, version 1

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Franck Moraux, Carole Bernard, Ludger Rüschendorf, Steven Vanduffel. Optimal payoffs under state-dependent constraints. 30th International French Finance Association conference (AFFI), May 2013, Lyon, France. ⟨halshs-00830435⟩

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