Analytic pricing of contingent claims under the real-world measure
Year of publication: |
2008
|
---|---|
Authors: | Miller, Shane M. ; Platen, Eckhard |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 8, p. 841-867
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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