An approximation pricing algrithm in an incomplete market : a differential geometric approach
Thomas Møller
| Year of publication: |
2004
|
|---|---|
| Authors: | Gao, Yuan ; Guan Lim, Kian ; Hwa Ng, Kah |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 8.2004, 4, p. 501-523
|
| Subject: | CAPM | Unvollkommener Markt | Incomplete market | Derivat | Derivative | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| 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/10002261445