Optimal Martingale measures and their applications in mathematical finance

von Thorsten Rheinländer

Year of publication:	1999 ; Als Ms. gedr
Authors:	Rheinländer, Thorsten
Publisher:	Berlin : dissertation.de
Subject:	Finanzmathematik \| Mathematical finance \| Hedging \| Erwartungsnutzen \| Expected utility \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Martingal \| Martingale \| Wahrscheinlichkeitsmaß

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