Martingales and Portfolio Decisions: A User’s Guide
| Year of publication: |
2006
|
|---|---|
| Authors: | Zimmermann, Heinz |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 1, p. 75-101
|
| Publisher: |
Springer |
| Subject: | Dynamic portfolio selection | Martingales | Binomial framework |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005810940