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Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’

机译：评论“在投资组合约束下的或有债权的评估：预订买卖价格”

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作者
Thaleia Zariphopoulou;
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年度 2011
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机译：局部信息和卖空约束下的概要索赔的凸二元性方法
2. Pricing of American contingent claims with jump stock price and constrained portfolios [J] . Buckdahn R., Hu Y. Mathematics of operations research . 1998,第1期

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3. Do reminders of substitutes and budget constraints influence contingent valuation estimate? another comment [J] . Matthew J. Kotchen, Stephen D. Reiling Land Economics . 1999,第3期

机译：替代品和预算约束的提醒会影响或有估值估计吗？另一条评论
4. Contingent claim valuation with penalty costs on short selling positions [C] . O. L. V. Costa, E. V. Queiroz Filho International Conference on Computational Finance and Its Applications . 2006

机译：在卖空职位上以罚款成本征收罚款
5. Optimization, conservation and valuation of contingent claims in economic resource management under uncertainty. [D] . Jia, Siwei. 2004

机译：不确定条件下经济资源管理中或有债权的优化，保存和评估。
6. Efficient Markets and Contingent Claims Valuation: An Information Theoretic Approach [O] . Jussi Lindgren 2020

机译：高效的市场和或有索赔估值：信息理论方法
7. The valuation of contingent claims under portfolio constraints: reservation buying and selling prices [O] . Claus Munk 1999

机译：投资组合约束下的或有债权的估值：预订买卖价格
8. A Theory of Money and Financial Institutions. Part 22. A Price-Quantity Buy-Sell Market with and without Contingent Bids. [R] . Shubik, M. 1977

机译：货币与金融机构理论。第22部分。有或没有或有出价的价格数量买卖市场。

Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’

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