Coherent acceptability measures in multiperiod models
Year of publication: |
2005
|
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Authors: | Roorda, Berend ; Schumacher, Johannes M. ; Engwerda, Jacob Christiaan |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 15.2005, 4, p. 589-612
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Subject: | Optionspreistheorie | Option pricing theory | Unvollkommener Markt | Incomplete market | Risiko | Risk | Messung | Measurement | Theorie | Theory |
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