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On the steady state of the replicating portfolio: accounting for a growth rate - MaRDI portal

On the steady state of the replicating portfolio: accounting for a growth rate

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Publication:1402428

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zbMath1043.91033MaRDI QIDQ1402428

Jacco L. Wielhouwer

Publication date: 27 August 2003

Published in: OR Spectrum (Search for Journal in Brave)

zbMATH Keywords

Markov process Risk management Non-maturity liabilities Replicating Portfolio Transfer pricing

Mathematics Subject Classification ID

Economic growth models (91B62)

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