Optimal Portfolio Choice, Derivatives and Event Risk
Professorship/Faculty: | Banking and Financial Control | Authors: | Muck, Matthias ; Weisheit, Stefan | Title of the compilation: | Rethinking valuation and pricing models : lessons learned from the crisis and future challenges | Editors: | Wehn, Carsten; Hoppe, Christian; Gregoriou, Greg N. |
Publisher Information: | Amsterdam [u.a.] : Academic Press | Year of publication: | 2013 | Pages / Size: | S. 501 - 517 : graph. Darst. | ISBN: | 978-0-12-415875-7 978-0-12-415888-7 |
Language(s): | English | DOI: | 10.1016/B978-0-12-415875-7.00031-2 | URL: | http://www.sciencedirect.com/science/article/pi... | Document Type: | Contribution to an Articlecollection | URI: | https://fis.uni-bamberg.de/handle/uniba/826 | Release Date: | 29. November 2012 |