Option pricing and portfolio optimization : modern methods of financial mathematics

Ralf Korn; Elke Korn

Alternative title:	Optionsbewertung und Portfolio-Optimierung <engl.>
Year of publication:	2001
Authors:	Korn, Ralf ; Korn, Elke
Publisher:	Providence, RI : American Mathematical Society
Subject:	Portfolio-Management \| Portfolio selection \| Optionspreistheorie \| Option pricing theory \| Finanzmathematik \| Mathematical finance \| Derivat \| Derivative \| Optimierung \| Portfolio Selection \| Itô-Prozess \| Portfoliomanagement \| Stochastische optimale Kontrolle \| Martingal \| Stochastisches Integral
Description of contents:	Table of Contents [gbv.de] ; Description [zbmath.org]

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