Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ (Q4526201)
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scientific article; zbMATH DE number 1553370
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| English | Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ |
scientific article; zbMATH DE number 1553370 |
Statements
Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ (English)
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13 July 2003
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derivative securities
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market frictions
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