Pricing kernels and dynamic portfolios
Philippe Henrotte
| Year of publication: |
2002
|
|---|---|
| Authors: | Henrotte, Philippe |
| Publisher: |
Paris [u.a.] : Chambre de Commerce et d'Industrie de Paris |
| Subject: | Black-Scholes-Modell | Black-Scholes model | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | Selbstfinanzierung | Self-financing | Theorie | Theory |
| Extent: | 61 S |
|---|---|
| Series: | Les cahiers de recherche / HEC Paris. - Jouy-en-Josas, ZDB-ID 2394841-3. - Vol. 768 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 2-85418-768-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001733418