The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (Q4526200)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1553369
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * |
scientific article; zbMATH DE number 1553369 |
Statements
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (English)
0 references
22 September 2002
0 references
contingent claims
0 references
dynamic programming
0 references
incomplete markets
0 references
numerical solutions
0 references
reservation prices
0 references
0.9658766
0 references
0.90011567
0 references
0.8903555
0 references
0.8799531
0 references
0.8613327
0 references
