Optimal investment with derivative securities
Year of publication: |
2005
|
---|---|
Authors: | İlhan, Ayraç ; Jonsson, Mattias ; Sircar, Ronnie |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 9.2005, 4, p. 585-595
|
Subject: | Derivat | Derivative | Nutzentheorie | Utility theory | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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