✦ LIBER ✦
Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
✍ Scribed by Mustafa Ç. Pınar
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 448 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0005-1098
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