Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
| Year of publication: |
2003
|
|---|---|
| Authors: | Benth, Fred Espen ; Nunno, Giulia Di ; Løkka, Arne ; Øksendal, Bernt ; Proske, Frank |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 13.2003, 1, p. 55-72
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005294278