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When terminal facelift enforces delta constraints - MaRDI portal

When terminal facelift enforces delta constraints (Q2339121)

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English
When terminal facelift enforces delta constraints
scientific article

    Statements

    title
    When terminal facelift enforces delta constraints (English)
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    author
    Romuald Elie
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    Idris Kharroubi
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    publication date
    30 March 2015
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    zbMATH Keywords
    superreplication
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    portfolio constraints
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    viability
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    facelift
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    BSDEs
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    91G10
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    91G20
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    60H15
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    35K99
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    zbMATH DE Number
    6421256
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    OpenAlex ID
    W2165295466
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    arXiv ID
    1307.6020
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