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
Institution
Title
Risk averse asymptotics in a Black-Scholes market on a finite time horizon
Journal
Mathematical Methods of Operations Research
Publication state
In Press
Peer-reviewed
Oui
Publisher's website
Create date
14/03/2011 17:03
Last modification date
20/08/2019 16:08