Stochastic optimization approaches to pricing, hedging and investment in incomplete markets

Stochastic optimization approaches to pricing, hedging and investment in incomplete markets

Bibliographic Details
Main Author: Villaverde, Michael
Published: University of Cambridge 2004
Subjects:
658
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.616209
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spelling ndltd-bl.uk-oai-ethos.bl.uk-6162092015-11-03T04:16:52ZStochastic optimization approaches to pricing, hedging and investment in incomplete marketsVillaverde, Michael2004658University of Cambridgehttp://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.616209Electronic Thesis or Dissertation
collection NDLTD
sources NDLTD
topic 658
spellingShingle 658
Villaverde, Michael
Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
author Villaverde, Michael
author_facet Villaverde, Michael
author_sort Villaverde, Michael
title Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
title_short Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
title_full Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
title_fullStr Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
title_full_unstemmed Stochastic optimization approaches to pricing, hedging and investment in incomplete markets
title_sort stochastic optimization approaches to pricing, hedging and investment in incomplete markets
publisher University of Cambridge
publishDate 2004
url http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.616209
work_keys_str_mv AT villaverdemichael stochasticoptimizationapproachestopricinghedgingandinvestmentinincompletemarkets
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