Risk averse asymptotics in a Black-Scholes market on a finite time horizon

Details

Serval ID
serval:BIB_A31AC350CF73
Type
Article: article from journal or magazin.
Collection
Publications
Title
Risk averse asymptotics in a Black-Scholes market on a finite time horizon
Journal
Mathematical Methods of Operations Research
Author(s)
Grandits P., Thonhauser S.
Publication state
In Press
Peer-reviewed
Oui
Create date
14/03/2011 16:03
Last modification date
20/08/2019 15:08
Usage data