Optimal control of option portfolios and applications
| Year of publication: |
1999
|
|---|---|
| Authors: | Korn, Ralf ; Trautmann, Siegfried |
| Published in: |
OR-Spektrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 14659943. - Vol. 21.1999, 1, p. 123-146
|