Optimal portfolios: stochastic models for optimal investment and risk management in continuous time

저자

Korn, Ralf

발행사항

Singapore : World Scientific, 1997

형태사항

xi, 338 p : ill ; 23 cm

서지주기

Includes bibliographical references and index

주제명

Options (Finance) - - Mathematical models Portfolio management - - Mathematical models Risk management - - Mathematical models Stochastic processes