Optimal basket liquidation for CARA investors is deterministic


Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael


Document Type: Article
Year of publication: 2010
The title of a journal, publication series: Applied Mathematical Finance
Volume: 17
Issue number: 6
Page range: 471-489
Place of publication: London [u.a.]
Publishing house: Routledge, Taylor & Francis Group
ISSN: 1350-486X
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael (2010) Optimal basket liquidation for CARA investors is deterministic. Applied Mathematical Finance London [u.a.] 17 6 471-489 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item