Crossmark

Portfolios generated by contingent claim functions, with applications to option pricing

Published Online: 2026-05-26

Published Print: 2026-07

Authors

Fernholz, Ricardo T.

Fernholz, Robert
Funding

Funding for this research was provided by:

Claremont McKenna College
License Information

Text and Data Mining valid from 2026-05-26

Version of Record valid from 2026-05-26
More Information

Article History

Received: 14 January 2024

Accepted: 29 June 2025

First Online: 26 May 2026

Declarations

:

: The authors declare no competing interests.

Document is current