Mean-variance in continuous time
| Year of publication: |
1989-01
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|---|---|
| Authors: | Duffie, Darrel ; Richardson, Henry |
| Institutions: | University of Bonn, Germany |
| Subject: | Hedging | Continuously trade futures contracts | Optimal strategies |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Sonderforschungsbereich 303 |
| Source: |
Persistent link: https://www.econbiz.de/10005032120