• Title of article

    Sublinear price functionals under portfolio constraints

  • Author/Authors

    Pierre-F. Koehl، نويسنده , , Huyên Pham، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2000
  • Pages
    13
  • From page
    339
  • To page
    351
  • Keywords
    Portfolio constraints , Price functional , Bid-ask spread , Dual representation
  • Journal title
    Journal of Mathematical Economics
  • Serial Year
    2000
  • Journal title
    Journal of Mathematical Economics
  • Record number

    155738