Optimal payoffs under state-dependent constraints - Archive ouverte HAL Access content directly
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halshs-00830435 , version 1 (05-06-2013)

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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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