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Equal risk pricing under convex trading constraints - MaRDI portal

Equal risk pricing under convex trading constraints (Q1655628)

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scientific article; zbMATH DE number 6915615
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English
Equal risk pricing under convex trading constraints
scientific article; zbMATH DE number 6915615

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    Equal risk pricing under convex trading constraints (English)
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    9 August 2018
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    derivative pricing
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    trading constraints
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    equal risk price
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    short-selling ban
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