Funded Replication : Valuing with Stochastic Funding
Year of publication: |
2011
|
---|---|
Authors: | Fries, Christian P. |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Investmentfonds | Investment Fund | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1772503 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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