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

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Serval ID
serval:BIB_A31AC350CF73
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
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
Publisher's website
http://www.springerlink.com/content/k73364011036j423/
Create date
14/03/2011 17:03
Last modification date
20/08/2019 16:08
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