Optimal Martingale measures and their applications in mathematical finance
von Thorsten Rheinländer
| Year of publication: |
1999 ; Als Ms. gedr
|
|---|---|
| Authors: | Rheinländer, Thorsten |
| Publisher: |
Berlin : dissertation.de |
| Subject: | Finanzmathematik | Mathematical finance | Hedging | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Theorie | Theory | Martingal | Martingale | Wahrscheinlichkeitsmaß |
| Extent: | 98 S 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English ; German |
| Thesis: | Zugl.: Berlin, Techn. Univ., Diss., 1999 |
| Notes: | Zsfassung in dt. Sprache Erscheint: 21. November 1999 |
| ISBN: | 3-89825-003-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001410774