Optimal portfolio choices of commodity options in incomplete markets : a simulation analysis
Avner Wolf and Jack Clark Francis
| Year of publication: |
1991
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| Authors: | Wolf, Avner S. ; Francis, Jack C. |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 1.1991, p. 165-196
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| Extent: | Graph. Darst |
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| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009924615