Pricing via utility maximization and entropy
Richard Rouge; Nicole El Karoui
| Year of publication: |
2000
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|---|---|
| Authors: | Rouge, Richard ; El Karoui, Nicole |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 10.2000, 2, p. 259-276
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| Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Entropie | Entropy | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 275 - 276 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002177670