Synthetizing a debt guarantee: Super-replication versus utility approach

International Review of Financial Analysis - Tập 20 - Trang 27-40 - 2011
Sébastien Jacques1, Van Son Lai2, Issouf Soumaré2
1National Bank of Canada, Montreal, Canada
2Laval University, Faculty of Business Administration, Quebec (Quebec), Canada G1V 0A6