Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging ; 2000/26
CoFE discussion papers / Zentrum für Finanzen und Ökonometrie ; 2000/26
- Klassifikation
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Mathematik
- Urheber
- URN
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urn:nbn:de:bsz:352-opus-5751
- Rechteinformation
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
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14.08.2025, 10:44 MESZ
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