Synthetic replication of American contingent claims when portfolios are constrained (Q1890718)
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: Synthetic replication of American contingent claims when portfolios are constrained |
scientific article; zbMATH DE number 757545
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Synthetic replication of American contingent claims when portfolios are constrained |
scientific article; zbMATH DE number 757545 |
Statements
Synthetic replication of American contingent claims when portfolios are constrained (English)
0 references
23 May 1995
0 references
synthetic replication
0 references
American contingent claim
0 references
constrained portfolio policies
0 references
0 references
0 references
