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scientific article; zbMATH DE number 976935
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scientific article; zbMATH DE number 976935

    Statements

    author
    Ioannis Karatzas
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    publication date
    6 February 1997
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    zbMATH Keywords
    portfolio
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    CAPM
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    hedging
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    options
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    short-sales
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    continuous-time asset pricing
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    stochastic differential calculus
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    mathematical finance
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    optimum portfolio section
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91-02
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    93E20
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    60H30
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    91B24
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    zbMATH DE Number
    976935
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