No-arbitrage bounds on contingent claims prices with convex constraints on the dollar investments of the hedge portfolio
Claus Munk
| Year of publication: |
1997
|
|---|---|
| Authors: | Munk, Claus |
| Publisher: |
Odense |
| Subject: | Optionspreistheorie | Option pricing theory | Hedging | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | 30 S. : graph. Darst |
|---|---|
| Series: | Publications from Department of Management. - Odense : Department of Management, School of Business and Economics, Odense University, ISSN 0909-864X, ZDB-ID 2936177-1. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000975849