Optimal changes of Gaussian measures, with applications to finance
Henry Schellhorn
| Year of publication: |
May 2002 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Schellhorn, Henry (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Extent: | Online-Ressource, 19 p. = 2789 KB, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121033-0. - Vol. 127 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002518394