Asset allocation and derivatives
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Publication:4646464
DOI10.1080/713665551zbMath1405.91694OpenAlexW2166422545MaRDI QIDQ4646464
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/713665551
Numerical methods (including Monte Carlo methods) (91G60) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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