Asset allocation and derivatives
From MaRDI portal
Publication:4646464
DOI10.1080/713665551zbMath1405.91694MaRDI 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
91G60: Numerical methods (including Monte Carlo methods)
60J60: Diffusion processes
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory
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