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~isPartOf:"CIRJE discussion papers / F series"
~person:"Lee, Cheng F."
~person:"Takahashi, Akihiko"
~subject:"Black-Scholes model"
~subject:"Konferenz"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Black-Scholes model
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CIRJE discussion papers / F series
Review of Pacific Basin financial markets and policies
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International journal of theoretical and applied finance
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Asia-Pacific financial markets
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
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Mathematics of operations research
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Review of Pacific Basin financial markets and policies : RPBFMP
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
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Portfolio optimization with choice of a probability measure
Saito, Taiga
;
Takahashi, Akihiko
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2020
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Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke
;
Saito, Taiga
;
Takahashi, Akihiko
-
2022
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Revised in November 2022
Persistent link: https://www.econbiz.de/10013463761
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