Minimizing banking risk in a Lévy process setting
F. Gideon, J. Mukuddem-Petersen, and M. A. Petersen
| Year of publication: |
2012
|
|---|---|
| Authors: | Gideon, F. ; Mukuddem-Petersen, Janine ; Petersen, Mark A. |
| Published in: |
Inventi impact: microfinance & banking. - Bhopal : IJPL, ISSN 2249-1007, ZDB-ID 2681334-8. - 2012, 1, p. 1-25
|
| Subject: | Bankrisiko | Bank risk | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009622971