Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’

DOI10.1023/A:1009808914158zbMath1013.91509OpenAlexW1980651838MaRDI QIDQ4526201

Thaleia Zariphopoulou

Publication date: 13 July 2003

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009808914158

zbMATH Keywords

market frictionsderivative securities

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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