Gain-loss based convex risk limits in discrete-time trading
type: Item
instance of: scholarly article
title: Gain-loss based convex risk limits in discrete-time trading
zbMATH Open document ID: 1253.91180
published in: Computational Management Science
publication date: 2012-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 6113982
zbMATH Keywords: incomplete markets
zbMATH Keywords: acceptability
zbMATH Keywords: martingale measure
zbMATH Keywords: contingent claim
zbMATH Keywords: pricing
author: Mustafa Ç. Pınar
MaRDI profile type: Publication
full work available at URL: s10287-010-0122-7
OpenAlex ID: W2048734069
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DOI: 10.1007/S10287-010-0122-7
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description: scientific article; zbMATH DE number 6113982