Optimal basket liquidation for CARA investors is deterministic


Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael



DOI: https://doi.org/10.1080/13504860903565050
URL: https://www.tandfonline.com/doi/full/10.1080/13504...
Additional URL: https://www.semanticscholar.org/paper/Optimal-Bask...
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
Publishing house: Routledge, Taylor & Francis Group
ISSN: 1350-486X , 1466-4313
Related URLs: https://ssrn.com/abstract=1500277
Publication language: English
Institution: School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject: 510 Mathematics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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


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