An optimal timing approach to option portfolio risk management
Tim Leung and Peng Liu
| Year of publication: |
2013
|
|---|---|
| Authors: | Leung, Tim ; Liu, Peng |
| Published in: |
Advances in financial risk management : corporates, intermediaries and portfolios. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-02508-5. - 2013, p. 391-404
|
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010213038