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Minimum-cost portfolio insurance
Aliprantis, Charalambos D.
;
Brown, D. J.
;
Werner, Jan
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1703-1719
Persistent link: https://www.econbiz.de/10001508766
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Monetary equilibrium and the differentiability of the value function
Aliprantis, Charalambos D.
;
Camera, Gabriele
;
Ruscitti, F.
- In:
Journal of economic dynamics & control
33
(
2009
)
2
,
pp. 454-462
Persistent link: https://www.econbiz.de/10003810068
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