Convex Capital Requirements for Large Portfolios

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-Review

Autoren

  • Thomas Knispel
  • Hans Föllmer
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Details

OriginalspracheEnglisch
Titel des SammelwerksStochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan
Herausgeber (Verlag)World Scientific
PublikationsstatusVeröffentlicht - 2012

Zitieren

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.

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-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
Knispel, Thomas ; Föllmer, Hans. / Convex Capital Requirements for Large Portfolios. Stochastic Analysis and its Applications to Mathematical Finance, Essays in Honor of Jia-an Yan. World Scientific, 2012.
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