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scientific article; zbMATH DE number 1270501
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scientific article; zbMATH DE number 1270501

    Statements

    author
    Ralf Korn
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    Elke Korn
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    publication date
    29 March 1999
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    zbMATH Keywords
    valuation of options
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    portfolio optimization
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    expected value-variance-approach
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91-01
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    91G70
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    zbMATH DE Number
    1270501
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