Optimal basket liquidation for CARA investors is deterministic

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.

BASE: Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael

Google Scholar: Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael

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