Optimal Hedging Strategies for Multi-periodGuarantees in the Presence of Transaction Costs:A Stochastic Programming Approach
- 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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Stochastic Programming E-Print Series ; 12
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2006
- Urheber
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Fleten, Stein-Erik
Lindset, Snorre
- DOI
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10.18452/8361
- URN
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urn:nbn:de:kobv:11-110-18452/9013-8
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:56 MEZ
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Beteiligte
- Fleten, Stein-Erik
- Lindset, Snorre
- Humboldt-Universität zu Berlin
Entstanden
- 2006
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