Optimal portfolios
Subtitle: stochastic models for optimal investment and risk management in continuous time
By: Ralf Korn.
Publisher: World Scientific
Published: 1997
Place of publication: Singapore; River Edge, NJ
Language: eng
Number of pages: 338
Subjects: Portfolio management -- Mathematical models.; Options (Finance) -- Mathematical models.; Risk management -- Mathematical models.; Stochastic processes.
Notes: Includes bibliographical references (p. 331-336) and index.