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Optimal positioning in derivative securities in incomplete markets.

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Bibliographic Details
Title: Optimal positioning in derivative securities in incomplete markets.
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
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  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 184009905
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Optimal positioning in derivative securities in incomplete markets.
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  Data: <searchLink fieldCode="AU" term="%22Leung%2C+Tim%22">Leung, Tim</searchLink><relatesTo>1</relatesTo>, <i>timleung@uw.edu</i><br /><searchLink fieldCode="AU" term="%22Lorig%2C+Matthew%22">Lorig, Matthew</searchLink><relatesTo>1</relatesTo>, <i>mlorig@uw.edu</i><br /><searchLink fieldCode="AU" term="%22Shirai%2C+Yoshihiro%22">Shirai, Yoshihiro</searchLink><relatesTo>1</relatesTo>, <i>yshirai@uw.edu</i>
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  Data: <searchLink fieldCode="JN" term="%22Frontiers+of+Mathematical+Finance%22">Frontiers of Mathematical Finance</searchLink>; Dec2024, Vol. 3 Issue 4, p1-24, 24p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=184009905
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3934/fmf.2024015
    Languages:
      – Code: eng
        Text: English
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        PageCount: 24
        StartPage: 1
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      – TitleFull: Optimal positioning in derivative securities in incomplete markets.
        Type: main
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            NameFull: Leung, Tim
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            NameFull: Lorig, Matthew
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            NameFull: Shirai, Yoshihiro
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            – D: 01
              M: 12
              Text: Dec2024
              Type: published
              Y: 2024
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            – TitleFull: Frontiers of Mathematical Finance
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