Optimal trading under constraints
Jakša Cvitanić
| Year of publication: |
1997
|
|---|---|
| Authors: | Cvitanić, Jakša |
| Published in: |
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996. - Berlin [u.a.] : Springer-Verl., ISBN 3-540-62642-5. - 1997, p. 123-190
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Black-Scholes-Modell | Black-Scholes model | Kapitalanlage | Financial investment | Nutzenfunktion | Utility function | Transaktionskosten | Transaction costs | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001321237