Optimal positioning in derivative securities in incomplete markets
Tim Leung, Matthew Lorig and Yoshihiro Shirai
| Year of publication: |
2024
|
|---|---|
| Authors: | Leung, Tim ; Lorig, Matthew ; Shirai, Yoshihiro |
| Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 3.2024, 4, p. 466-489
|
| Subject: | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Theorie | Theory | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/fmf.2024015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376079