Equal risk pricing under convex trading constraints (Q1655628)
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: Equal risk pricing under convex trading constraints |
scientific article; zbMATH DE number 6915615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equal risk pricing under convex trading constraints |
scientific article; zbMATH DE number 6915615 |
Statements
Equal risk pricing under convex trading constraints (English)
0 references
9 August 2018
0 references
derivative pricing
0 references
trading constraints
0 references
equal risk price
0 references
short-selling ban
0 references
0 references