Value preserving portfolio strategies and the minimal martingale measure
Ralf Korn
| Year of publication: |
1998
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| Authors: | Korn, Ralf |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 47.1998, 2, p. 169-179
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| Subject: | Portfolio-Management | Portfolio selection | Kapitalmarkttheorie | Financial economics | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001242925