When is time continuous?
Dimitris Bertsimas; Leonid Kogan; Andrew W. Lo
| Year of publication: |
2000
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Kogan, Leonid ; Lo, Andrew W. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 55.2000, 2, p. 173-204
|
| Subject: | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Hedging | Derivat | Derivative | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001448502