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Publication:3400038

zbMath1196.91005MaRDI QIDQ3400038

Douglas P. Kennedy

Publication date: 18 January 2010


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motionstochastic calculusBlack-Scholes modelportfolio choicefinancial mathematicsbinomial modelinterest-rate models


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (1)

A characterization of optimal portfolios under the tail mean-variance criterion




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