Incomplete Continuous-Time Securities Markets with Stochastic Income Volatility
Year of publication: |
2013
|
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Authors: | Christensen, Peter Ove |
Other Persons: | Larsen, Kasper (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 26, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1786606 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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