Synthetic replication of American contingent claims when portfolios are constrained
type: Item
instance of: scholarly article
title: Synthetic replication of American contingent claims when portfolios are constrained
zbMATH Open document ID: 0834.90017
DOI: 10.1016/0304-4149(94)00067-4
author: Indrajit Bardhan
published in: Stochastic Processes and their Applications
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 757545
zbMATH Keywords: synthetic replication
zbMATH Keywords: American contingent claim
zbMATH Keywords: constrained portfolio policies
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)00067-4
OpenAlex ID: W2007661317
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description: scientific article; zbMATH DE number 757545