On the relative efficiency of nth order and DARA stochastic dominance rules
Year of publication: |
1997
|
---|---|
Authors: | Basso, Antonella |
Other Persons: | Pianca, Paolo (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 4.1997, 4, p. 207-222
|
Subject: | Optionspreistheorie | Option pricing theory | Risiko | Risk | Dynamische Optimierung | Dynamic programming | Theorie | Theory |
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