Equal risk pricing under convex trading constraints
type: Item
instance of: scholarly article
title: Equal risk pricing under convex trading constraints
zbMATH Open document ID: 1401.91530
author: Ivan Guo
author: Song-Ping Zhu
publication date: 2018-08-09T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6915615
zbMATH Keywords: derivative pricing
zbMATH Keywords: trading constraints
zbMATH Keywords: equal risk price
zbMATH Keywords: short-selling ban
MaRDI profile type: Publication
full work available at URL: j.jedc.2017.01.005
OpenAlex ID: W3122143623
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DOI: 10.1016/J.JEDC.2017.01.005
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6915615