PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (Q4686508)
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scientific article; zbMATH DE number 6950463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY |
scientific article; zbMATH DE number 6950463 |
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PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY (English)
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10 October 2018
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incomplete markets
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indifference pricing
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convex optimization
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