Robust One Period Option Modelling
| Year of publication: |
2002
|
|---|---|
| Authors: | Lutgens, F. ; Sturm, J.F. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | return on investment | option pricing models | optimization | portfolio investment |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 2002-114 |
| Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
| Source: |
Persistent link: https://www.econbiz.de/10011091796