"Super-replication of life-contingent options under the Black-Scholes ..."

Ze-An Ng et al. (2024)

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DOI: 10.1017/JPR.2024.10

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type: Journal Article

metadata version: 2024-11-30

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Ze-An Ng, You-Beng Koh, Tee-How Loo, Hailiang Yang:
Super-replication of life-contingent options under the Black-Scholes framework. J. Appl. Probab. 61(4): 1263-1277 (2024)

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