Equal risk pricing under convex trading constraints (Q1655628)

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Equal risk pricing under convex trading constraints
scientific article

    Statements

    title
    Equal risk pricing under convex trading constraints (English)
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    author
    Ivan Guo
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    Song-Ping Zhu
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    publication date
    9 August 2018
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    zbMATH Keywords
    derivative pricing
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    trading constraints
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    equal risk price
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    short-selling ban
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    Identifiers

    zbMATH DE Number
    6915615
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