Sublinear price functionals under portfolio constraints
Year of publication: |
2000
|
---|---|
Authors: | Koehl, P.-F. ; Pham, H. |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 2176257. - Vol. 33.2000, 3, p. 339-352
|
Saved in:
Saved in favorites
Similar items by person
-
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François, (1997)
-
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François, (1996)
-
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François, (2000)
- More ...