The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical fina
✦ LIBER ✦
Stability of Merton's portfolio optimization problem for Lévy models
✍ Scribed by Benth, Fred Espen; Schmeck, Maren Diane
- Book ID
- 126898585
- Publisher
- Taylor and Francis Group
- Year
- 2012
- Tongue
- English
- Weight
- 248 KB
- Volume
- 85
- Category
- Article
- ISSN
- 1744-2508
No coin nor oath required. For personal study only.
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