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Systemic risk of optioned portfolio: controllability and optimization - MaRDI portal

Systemic risk of optioned portfolio: controllability and optimization (Q6094474)

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scientific article; zbMATH DE number 7737411
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English
Systemic risk of optioned portfolio: controllability and optimization
scientific article; zbMATH DE number 7737411

    Statements

    Systemic risk of optioned portfolio: controllability and optimization (English)
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    14 September 2023
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    systemic risk
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    contagion effect
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    seesaw effect
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    optioned asset
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    controllability
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