VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (Q5866979)
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scientific article; zbMATH DE number 7590378
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH |
scientific article; zbMATH DE number 7590378 |
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VALUATION OF GENERAL CONTINGENT CLAIMS WITH SHORT SELLING BANS: AN EQUAL-RISK PRICING APPROACH (English)
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22 September 2022
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equal-risk pricing (ERP)
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short selling bans
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valuation of contingent claims
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non-monotonic payoff
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