Sublinear price functionals under portfolio constraints (Q1567183)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sublinear price functionals under portfolio constraints |
scientific article; zbMATH DE number 1455515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sublinear price functionals under portfolio constraints |
scientific article; zbMATH DE number 1455515 |
Statements
Sublinear price functionals under portfolio constraints (English)
0 references
2000
0 references
Price functional
0 references
Portfolio constraints
0 references
Dual representation
0 references
Bid-ask spread
0 references
