ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets
Vasilios N. Katsikis, Spyridon D. Mourtas
| Year of publication: |
2020
|
|---|---|
| Authors: | Katsikis, Vasilios N. ; Mourtas, Spyridon D. |
| Subject: | Minimum-cost insured portfolio | Vector lattices | Riesz spaces | Positive bases | Matlab toolbox | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Hedging |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09936-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012390445