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Optimal portfolios with anticipating information on the stochastic interest rate

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	D'Auria, Bernardo, Salmerón, José Antonio
Format:	Preprint
Publié:	2017
Sujets:	Pricing of Securities Probability 60G44, 91B42, 93E11, 93E20
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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