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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Ang, Andrew"
~person:"Cotter, John"
~person:"Kallsen, Jan"
~subject:"Portfolio selection"
~subject:"Risikoaversion"
~subject:"exponential utility"
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Ang, Andrew
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Mathematical finance : an international journal of mathematics, statistics and financial theory
UCD Geary Institute discussion paper series
5
Energy economics
4
NBER Working Paper
2
NBER working paper series
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The European journal of finance
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Working paper / National Bureau of Economic Research, Inc.
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Financial analysts' journal : FAJ
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Mathematical Finance, 2008, 18(3), 473-492
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Mathematical methods of operations research
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Mathematics and financial economics
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Mathematics of operations research
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Netspar Discussion Paper
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Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
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