Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Pornnapat Yamphram"'
Publikováno v:
Computation, Vol 11, Iss 2, p 30 (2023)
This paper studies the portfolio selection problem where tradable assets are a bank account, and standard put and call options are written on the S&P 500 index in incomplete markets in which there exist bid–ask spreads and finite liquidity. The pro
Externí odkaz:
https://doaj.org/article/e1186f62a6f4490796348e190db16f7f
