On the steady state of the replicating portfolio: accounting for a growth rate (Q1402428)
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scientific article; zbMATH DE number 1971889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the steady state of the replicating portfolio: accounting for a growth rate |
scientific article; zbMATH DE number 1971889 |
Statements
On the steady state of the replicating portfolio: accounting for a growth rate (English)
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27 August 2003
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Replicating Portfolio
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Risk management
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Transfer pricing
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Non-maturity liabilities
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Markov process
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