THE EXISTENCE OF THE RISK-EFFICIENT OPTIONS

DOI10.7468/JKSMEB.2014.21.4.307zbMath1306.91137OpenAlexW2125967763MaRDI QIDQ2940222

Ju Hong Kim

Publication date: 26 January 2015

Published in: The Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7468/jksmeb.2014.21.4.307

zbMATH Keywords

incomplete marketoptimal solutionrisk measures

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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