Equal risk pricing under convex trading constraints (Q1655628)

From MaRDI portal
Revision as of 19:02, 24 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Equal risk pricing under convex trading constraints
scientific article

    Statements

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

    Identifiers

    zbMATH DE Number
    6915615
    0 references
     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1655628&oldid=1974018"
      Powered by MediaWiki