Synthetic replication of American contingent claims when portfolios are constrained (Q1890718)
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scientific article; zbMATH DE number 757545
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Synthetic replication of American contingent claims when portfolios are constrained |
scientific article; zbMATH DE number 757545 |
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Synthetic replication of American contingent claims when portfolios are constrained (English)
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23 May 1995
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synthetic replication
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American contingent claim
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constrained portfolio policies
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0.8089309930801392
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0.7796927094459534
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