Publisher: John Wiley & Sons Inc
E-ISSN: 1467-9965|26|4|785-834
ISSN: 0960-1627
Source: MATHEMATICAL FINANCE, Vol.26, Iss.4, 2016-10, pp. : 785-834
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives
Applied Mathematical Finance, Vol. 17, Iss. 1, 2010-03 ,pp. :
OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
MATHEMATICAL FINANCE, Vol. 25, Iss. 2, 2015-04 ,pp. :
Optimal investment and asymmetric risk: a large deviations approach
By Chu Ba
Optimization, Vol. 59, Iss. 1, 2010-01 ,pp. :