Optimal acquisition of a partially hedgeable house
Year of publication: |
2015
|
---|---|
Authors: | Cetin, Coskun ; Zapatero, Fernando |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 2, p. 123-147
|
Subject: | Stopping time | Incomplete markets | Martingale methods | Theorie | Theory | Unvollkommener Markt | Incomplete market | Martingal | Martingale |
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