Existence, uniqueness, and stability of optimal payoffs of eligible assets.
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| Title: | Existence, uniqueness, and stability of optimal payoffs of eligible assets. |
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| Authors: | Baes, Michel1 (AUTHOR), Koch‐Medina, Pablo2 (AUTHOR) pablo.koch@bf.uzh.ch, Munari, Cosimo2 (AUTHOR) |
| Source: | Mathematical Finance. Jan2020, Vol. 30 Issue 1, p128-166. 39p. |
| Database: | Mathematics Source |
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| ISSN: | 09601627 |
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| DOI: | 10.1111/mafi.12205 |