The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (Q4526200)
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scientific article; zbMATH DE number 1553369
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * |
scientific article; zbMATH DE number 1553369 |
Statements
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (English)
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22 September 2002
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contingent claims
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dynamic programming
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incomplete markets
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numerical solutions
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reservation prices
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