Golden options in financial mathematics
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
| Year of publication: |
2019
|
|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 13.2019, 4, p. 637-659
|
| Subject: | Dual approach | Golden option | Risk measure | Smooth good deal | Optionspreistheorie | Option pricing theory | Finanzmathematik | Mathematical finance | Optionsgeschäft | Option trading | Risiko | Risk | Derivat | Derivative | Risikomaß | Portfolio-Management | Portfolio selection | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11579-019-00240-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012055896