Robust Portfolio Choice with Derivatives Trading Under Stochastic Volatility
Year of publication: |
2014
|
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Authors: | Escobar, Marcos |
Other Persons: | Ferrando, Sebastian (contributor) ; Rubtsov, Alexey (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Hedging | Optionspreistheorie | Option pricing theory | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 8, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2535455 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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