SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053)

From MaRDI portal
Revision as of 16:31, 8 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 5681066
Language Label Description Also known as
English
SPARSE CALIBRATIONS OF CONTINGENT CLAIMS
scientific article; zbMATH DE number 5681066

    Statements

    title
    SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (English)
    0 references
    author
    Nabil Kahale
    0 references
    publication date
    12 March 2010
    0 references
    zbMATH Keywords
    arbitrage
    0 references
    bid-ask prices
    0 references
    calibration
    0 references
    multiperiod markets
    0 references
    superhedging price
    0 references

    Identifiers

    zbMATH DE Number
    5681066
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5190053&oldid=19774300"
    Powered by MediaWiki