Title |
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM / Johannes Leitner |
|---|---|
Involved |
Johannes Leitner (Verfasser) |
Published |
Konstanz: Hartung-Gorre |
Edition |
1. Aufl. |
Extent |
VI, 154 S. |
Thesis |
Zugl.: Konstanz, Univ., Diss., 2001 |
ISBN |
978-3-89649-740-6 |
Language |
|
Topic |
Wirtschaft |
Subject |
Hedging, Erwartungswert-Varianz-Ansatz, Nutzenmaximierung, Semimartingal, Dualitätstheorie |
Record ID |
963158562 |
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