Optimal Portfolio Choice, Derivatives and Event Risk
Muck, Matthias; Weisheit, Stefan (2013): Optimal Portfolio Choice, Derivatives and Event Risk, in: Carsten Wehn, Christian Hoppe, und Greg N. Gregoriou (Hrsg.), Rethinking valuation and pricing models : lessons learned from the crisis and future challenges, Amsterdam [u.a.]: Academic Press, S. 501–517, doi: 10.1016/B978-0-12-415875-7.00031-2.
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 ; 
Title of the compilation:
Rethinking valuation and pricing models : lessons learned from the crisis and future challenges
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Year of publication:
2013
Pages:
ISBN:
978-0-12-415875-7
978-0-12-415888-7
Language:
English
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Contribution to an Articlecollection
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Activation date:
April 19, 2013

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