Optimal spreading when spreading is optimal
type: Item
instance of: scholarly article
title: Optimal spreading when spreading is optimal
zbMATH Open document ID: 0910.90013
DOI: 10.1016/S0165-1889(97)00120-6
author: Abraham Lioui
author: Rafael Eldor
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B62
zbMATH DE Number: 1238655
zbMATH Keywords: stochastic interest rates
zbMATH Keywords: incomplete markets
zbMATH Keywords: inter-market spreading
MaRDI profile type: Publication
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Wikidata QID: Q127395535
full work available at URL: s0165-1889(97)00120-6
OpenAlex ID: W2037951244
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1238655