Optimal positioning in derivative securities in incomplete markets.
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| Title: | Optimal positioning in derivative securities in incomplete markets. |
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| Authors: | Leung, Tim1, timleung@uw.edu, Lorig, Matthew1, mlorig@uw.edu, Shirai, Yoshihiro1, yshirai@uw.edu |
| Source: | Frontiers of Mathematical Finance; Dec2024, Vol. 3 Issue 4, p1-24, 24p |
| Database: | Applied Science & Technology Source |
| ISSN: | 27696715 |
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| DOI: | 10.3934/fmf.2024015 |
