Extending pricing rules with general risk functions
Alejandro Balbás; Raquel Balbás; José Garrido
| Year of publication: |
2010
|
|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Raquel ; Garrido, José |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 201.2010, 1 (16.2.), p. 23-33
|
| Subject: | Unvollkommener Markt | Incomplete market | Hedging | Risikomaß | Risk measure |
| 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/10003973521