Pricing without equivalent martingale measures under complete and incomplete observation
Year of publication: |
2010
|
---|---|
Authors: | Galesso, Giorgia ; Runggaldier, Wolfgang J. |
Published in: |
Contemporary quantitative finance : essays in honour of Eckhard Platen. - Berlin : Springer, ISBN 978-3-642-03478-7. - 2010, p. 99-121
|
Subject: | CAPM | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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