Portfolio generating functions
Year of publication: |
1999
|
---|---|
Authors: | Fernholz, Robert |
Published in: |
Quantitative analysis in financial markets ; [Vol. 1] ; 1. - Singapore [u.a.] : World Scientific, ISBN 981-02-3788-X. - 1999, p. 344-367
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory | Varianzanalyse | Analysis of variance |
-
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F., (2000)
-
Closed form integration of artificial neural networks with some applications
Gottschling, Andreas, (1999)
-
Gallant, A. Ronald, (1999)
- More ...
-
Fernholz, Robert, (2002)
-
The implied liquidity premium for equities
Fernholz, Robert, (2006)
-
On the diversity of equity markets
Fernholz, Robert, (1999)
- More ...