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Originalsprache | Englisch |
---|---|
Titel des Sammelwerks | Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan |
Herausgeber (Verlag) | World Scientific |
Publikationsstatus | Veröffentlicht - 2012 |
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Convex Capital Requirements for Large Portfolios. / Knispel, Thomas; Föllmer, Hans.
Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan. World Scientific, 2012.
Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan. World Scientific, 2012.
Publikation: Beitrag in Buch/Bericht/Sammelwerk/Konferenzband › Beitrag in Buch/Sammelwerk › Forschung › Peer-Review
Knispel, T & Föllmer, H 2012, Convex Capital Requirements for Large Portfolios. in Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan. World Scientific.
Knispel, T., & Föllmer, H. (2012). Convex Capital Requirements for Large Portfolios. In Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan World Scientific.
Knispel T, Föllmer H. Convex Capital Requirements for Large Portfolios. in Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan. World Scientific. 2012
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