Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties
Year of publication: |
2015
|
---|---|
Authors: | Leung, Tim |
Other Persons: | Shirai, Yoshihiro (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Risiko | Risk | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Zeit | Time |
Extent: | 1 Online-Ressource (25 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Engineering, vol. 2, issue 1, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 4, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2361506 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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