Stochastic partial differential equations and portfolio choice
Marek Musiela and Thaleia Zariphopoulou
| Year of publication: |
2010
|
|---|---|
| Authors: | Musiela, Marek ; Zariphopoulou-Souganidis, Thaleia |
| Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 195-216
|
| Subject: | Portfolio-Management | Portfolio selection | Analysis | Mathematical analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008749273