Time diversification and option pricing theory : another perspective
Bart Oldenkamp and Ton C. F. Vorst
| Year of publication: |
1997
|
|---|---|
| Authors: | Oldenkamp, Bart ; Vorst, Ton |
| Publisher: |
Rotterdam |
| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
| Extent: | S. 56 - 60 : graph. Darst |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000969018