Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon

Finance and Stochastics 2026 Open access

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Authors: Tahir Choulli, Emmanuel Lépinette

DOI: 10.1007/s00780-026-00599-3

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Insurance Mortality Demography Risk Management Risk and Portfolio Optimization