Equal risk pricing under convex trading constraints (Q1655628)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Equal risk pricing under convex trading constraints
scientific article

    Statements

    Equal risk pricing under convex trading constraints (English)
    0 references
    0 references
    0 references
    9 August 2018
    0 references
    0 references
    derivative pricing
    0 references
    trading constraints
    0 references
    equal risk price
    0 references
    short-selling ban
    0 references
    0 references