Systemic risk of optioned portfolio: controllability and optimization

From MaRDI portal
Publication:6094474

DOI10.1016/j.jedc.2023.104701arXiv2209.04685MaRDI QIDQ6094474

Xiaochuan Pang, Xueting Cui, Jiali Ma, Shu-Shang Zhu

Publication date: 14 September 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04685






Cites Work