Inverse problem and concentration method of a continuous-in-time financial model
Tarik Chakkour and Emmanuel Frénod
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Chakkour, Tarik ; Frénod, Emmanuel |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 3.2016, 2, p. 1-20
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| Subject: | Inverse problem | financial model | concentrated measure | mathematical model | Theorie | Theory | Unternehmenskonzentration | Market concentration | Wirtschaftsmodell | Economic model | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Finanzmathematik | Mathematical finance | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478631650016X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577116