Zobrazeno 1 - 10
of 1 106
pro vyhledávání: '"Frank J. Fabozzi"'
Publikováno v:
Frontiers in Applied Mathematics and Statistics, Vol 6 (2020)
In complete markets there are risky assets and a riskless asset. It is assumed that the riskless asset and the risky asset are traded continuously in time and that the market is frictionless. In this paper, we propose a new method for hedging derivat
Externí odkaz:
https://doaj.org/article/f4ac889731cf49abbe5a71c30801648f
Publikováno v:
Investment Management & Financial Innovations, Vol 1, Iss 4 (2005)
Externí odkaz:
https://doaj.org/article/2ba01eed41084936904ade5c1c3854b6
Publikováno v:
Applied Economics. :1-13
Publikováno v:
Financial Markets, Institutions & Instruments. 32:51-86
Publikováno v:
The Journal of Portfolio Management. 49:9-19
Autor:
Vincenzo Russo, Frank J. Fabozzi
Publikováno v:
The Journal of Fixed Income. 32:45-59
Autor:
Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 49:1-3
Autor:
Frank J. Fabozzi, Ahmet K. Karagozoglu
Publikováno v:
The Journal of Portfolio Management. 48:1-5
Autor:
Frank J. Fabozzi
Publikováno v:
The Journal of Portfolio Management. 48:1-4
Autor:
Frank J. Fabozzi
Publikováno v:
The Journal of Fixed Income. 32:7-27