Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
| Year of publication: |
2010
|
|---|---|
| Authors: | Seifried, Frank Thomas |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 35.2010, 3 (11.8.), p. 559-580
|