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SPARSE CALIBRATIONS OF CONTINGENT CLAIMS - MaRDI portal

SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (Q5190053)

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scientific article; zbMATH DE number 5681066
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English
SPARSE CALIBRATIONS OF CONTINGENT CLAIMS
scientific article; zbMATH DE number 5681066

    Statements

    title
    SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (English)
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    author
    Nabil Kahale
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    publication date
    12 March 2010
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    zbMATH Keywords
    arbitrage
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    bid-ask prices
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    calibration
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    multiperiod markets
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    superhedging price
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    Identifiers

    zbMATH DE Number
    5681066
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    OpenAlex ID
    W2059131875
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