Real-world pricing for a modified constant elasticity of variance model
Shane M. Miller & Eckhard Platen
| Year of publication: |
2010
|
|---|---|
| Authors: | Miller, Shane M. ; Platen, Eckhard |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 17.2010, 1/2, p. 147-175
|
| Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Hedging | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Bewertung | Evaluation | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003975379