Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Thomas Goll, Ludger Rüschendorf
| Year of publication: |
2001
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|---|---|
| Authors: | Goll, Thomas ; Rüschendorf, Ludger |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 5.2001, 4, p. 557-581
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| Subject: | Derivat | Derivative | Hedging | Portfolio-Management | Portfolio selection | Theorie | Theory | Martingal | Martingale |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001614624