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