Gain–loss based convex risk limits in discrete-time trading
| Year of publication: |
2011
|
|---|---|
| Authors: | Pınar, Mustafa |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 3, p. 299-321
|
| Publisher: |
Springer |
| Subject: | Incomplete markets | Acceptability | Martingale measure | Contingent claim | Pricing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149471