Mean-Variance hedging and optimal investment in Heston's model with correlation
- 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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In: Mathematical Finance ; Band 18 (2008), Heft 3. - S.473-492. - ISSN 09601627
- Klassifikation
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Wirtschaft
- Ereignis
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Veröffentlichung
- (wo)
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Kiel
- (wer)
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Universitätsbibliothek Kiel
- (wann)
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2013
- Urheber
- URN
-
urn:nbn:de:gbv:8-publ-3238
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
- 14.08.2025, 10:49 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Černý, Aleš
- Kallsen, Jan
- Universitätsbibliothek Kiel
Entstanden
- 2013
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