Positive expected feedback trading gain for all essentially linearly representable prices
Michael Heinrich Baumann and Lars Grüne
| Year of publication: |
2015
|
|---|---|
| Authors: | Baumann, Michael ; Grüne, Lars |
| Publisher: |
Bayreuth : University of Bayreuth, Department of Mathematics |
| Subject: | Anlageverhalten | Behavioural finance | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Levy-Prozess | Levy process |
| Extent: | 1 Online-Ressource (circa 5 Seiten) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715389