Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ (Q4526201)
From MaRDI portal
scientific article; zbMATH DE number 1553370
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ |
scientific article; zbMATH DE number 1553370 |
Statements
Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’ (English)
0 references
13 July 2003
0 references
derivative securities
0 references
market frictions
0 references
