Errata: Instantaneous Portfolio theory

DOI10.1080/14697688.2021.1975806zbMath1490.91189OpenAlexW4200147750MaRDI QIDQ5079354

Dilip B. Madan, Sofie Reyners, Wim Schoutens

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2021.1975806

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Exposure valuations and their capital requirements ⋮ The valuation of corporations: a derivative pricing perspective

This page was built for publication: Errata: Instantaneous Portfolio theory