Optimal investment and price dependence in a semi-static market
Pietro Siorpaes
| Year of publication: |
January 2015
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|---|---|
| Authors: | Siorpaes, Pietro |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 1, p. 161-187
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| Subject: | Optimal investment | Convex duality | Incomplete markets | Price dependence | Well-posed problem | Theorie | Theory | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-014-0245-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417148