Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
Mustafa Ç. Pınar
| Year of publication: |
2010
|
|---|---|
| Authors: | Pınar, Mustafa Ç. ; Altay-Salih, Aslihan ; Camcı, Ahmet |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 201.2010, 3 (16.3.), p. 770-785
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| Subject: | Hedging | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003959847